Pages that link to "Item:Q2388978"
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The following pages link to Simultaneous analysis of Lasso and Dantzig selector (Q2388978):
Displaying 50 items.
- A Cluster Elastic Net for Multivariate Regression (Q63195) (← links)
- Group Inference in High Dimensions with Applications to Hierarchical Testing (Q66200) (← links)
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Distribution-Free Predictive Inference For Regression (Q112972) (← links)
- Selection by partitioning the solution paths (Q114375) (← links)
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements (Q115461) (← links)
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Geometric median and robust estimation in Banach spaces (Q122792) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Sparse Sliced Inverse Regression Via Lasso (Q152378) (← links)
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
- Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
- Signal extraction approach for sparse multivariate response regression (Q153109) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Regularity properties for sparse regression (Q279682) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- An analysis of penalized interaction models (Q282572) (← links)
- Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) (← links)
- Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Asymptotic properties of lasso in high-dimensional partially linear models (Q294512) (← links)
- Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Geometric inference for general high-dimensional linear inverse problems (Q309721) (← links)
- Solution of linear ill-posed problems using overcomplete dictionaries (Q309741) (← links)
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Conjugate gradient acceleration of iteratively re-weighted least squares methods (Q316180) (← links)
- Group-wise semiparametric modeling: a SCSE approach (Q321904) (← links)
- Estimation of matrices with row sparsity (Q327303) (← links)
- Asymtotics of Dantzig selector for a general single-index model (Q328839) (← links)
- Sharp MSE bounds for proximal denoising (Q330102) (← links)
- The \(l_q\) consistency of the Dantzig selector for Cox's proportional hazards model (Q337696) (← links)
- On the stability of sparse convolutions (Q347519) (← links)
- Strong consistency of Lasso estimators (Q354203) (← links)
- Recovery of high-dimensional sparse signals via \(\ell_1\)-minimization (Q364458) (← links)
- Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Fast learning rate of multiple kernel learning: trade-off between sparsity and smoothness (Q366980) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- The geometry of least squares in the 21st century (Q373539) (← links)
- Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
- Impacts of high dimensionality in finite samples (Q385798) (← links)
