The following pages link to High-dimensional variable selection (Q834336):
Displayed 50 items.
- Two-directional simultaneous inference for high-dimensional models (Q79412) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation (Q139626) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Screening-based Bregman divergence estimation with NP-dimensionality (Q309558) (← links)
- Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- The geometry of least squares in the 21st century (Q373539) (← links)
- Classifier variability: accounting for training and testing (Q411930) (← links)
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
- UPS delivers optimal phase diagram in high-dimensional variable selection (Q450021) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- Covariate assisted screening and estimation (Q482879) (← links)
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
- Selecting massive variables using an iterated conditional modes/medians algorithm (Q491389) (← links)
- High-dimensional inference in misspecified linear models (Q491406) (← links)
- Accelerating a Gibbs sampler for variable selection on genomics data with summarization and variable pre-selection combining an array DBMS and R (Q506436) (← links)
- Beyond support in two-stage variable selection (Q517395) (← links)
- Estimating and testing conditional sums of means in high dimensional multivariate binary data (Q607228) (← links)
- Controlling the false-discovery rate by procedures adapted to the length bias of RNA-seq (Q684055) (← links)
- Variable selection after screening: with or without data splitting? (Q737000) (← links)
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates (Q764508) (← links)
- Gaussian Bayesian network comparisons with graph ordering unknown (Q830485) (← links)
- Testing covariates in high dimension linear regression with latent factors (Q901275) (← links)
- SLOPE-adaptive variable selection via convex optimization (Q902886) (← links)
- LOL selection in high dimension (Q1621355) (← links)
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
- A unified theory of confidence regions and testing for high-dimensional estimating equations (Q1630400) (← links)
- Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator (Q1657974) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Convex and non-convex regularization methods for spatial point processes intensity estimation (Q1746561) (← links)
- Selective inference with a randomized response (Q1750283) (← links)
- Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- Factor-adjusted multiple testing of correlations (Q1796926) (← links)
- Variable selection with Hamming loss (Q1800786) (← links)
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization (Q1951794) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
- Inference under Fine-Gray competing risks model with high-dimensional covariates (Q2008618) (← links)
- Multicarving for high-dimensional post-selection inference (Q2044355) (← links)
- Exact model comparisons in the plausibility framework (Q2059446) (← links)
- Sure independence screening in the presence of missing data (Q2066525) (← links)
- In defense of the indefensible: a very naïve approach to high-dimensional inference (Q2075709) (← links)
- Mining events with declassified diplomatic documents (Q2078743) (← links)
- Spatially relaxed inference on high-dimensional linear models (Q2080369) (← links)
- Network differential connectivity analysis (Q2080732) (← links)