Pages that link to "Item:Q5965306"
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The following pages link to High-dimensional regression with unknown variance (Q5965306):
Displaying 16 items.
- Estimator selection in the Gaussian setting (Q141397) (← links)
- SOCP based variance free Dantzig selector with application to robust estimation (Q715639) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- Optimal bounds for aggregation of affine estimators (Q1747732) (← links)
- Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467) (← links)
- How can we identify the sparsity structure pattern of high-dimensional data: an elementary statistical analysis to interpretable machine learning (Q2170515) (← links)
- Global-local mixtures: a unifying framework (Q2206754) (← links)
- A global homogeneity test for high-dimensional linear regression (Q2263711) (← links)
- Prediction error bounds for linear regression with the TREX (Q2273161) (← links)
- A fast algorithm for the semi-definite relaxation of the state estimation problem in power grids (Q2338485) (← links)
- Linear Hypothesis Testing in Dense High-Dimensional Linear Models (Q3121181) (← links)
- The Partial Linear Model in High Dimensions (Q5251496) (← links)
- Introduction to the special issue on sparsity and regularization methods (Q5965302) (← links)
- High-dimensional regression with unknown variance (Q5965306) (← links)
- A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates (Q6067162) (← links)
- Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection (Q6595785) (← links)
