A refined bootstrap procedure for high-dimensional factor-augmented regression models
From MaRDI portal
Cites work
- A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- Are Latent Factor Regression and Sparse Regression Adequate?
- Beyond Nyquist: Efficient Sampling of Sparse Bandlimited Signals
- Bridging factor and sparse models
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Contour projected dimension reduction
- Determining the Number of Factors in Approximate Factor Models
- Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction
- Doubly debiased Lasso: high-dimensional inference under hidden confounding
- Eigenvalue ratio test for the number of factors
- Embracing the blessing of dimensionality in factor models
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding
- Factor modeling for high-dimensional time series: inference for the number of factors
- FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
- Forecasting Using Principal Components From a Large Number of Predictors
- FRED-MD: A Monthly Database for Macroeconomic Research
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- High-dimensional simultaneous inference with the bootstrap
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- Hypothesis testing in large-scale functional linear regression
- Inference for High-Dimensional Exchangeable Arrays
- Inference in High-Dimensional Multivariate Response Regression with Hidden Variables
- Inferential Theory for Factor Models of Large Dimensions
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Large covariance estimation through elliptical factor models
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Score function-based tests for ultrahigh-dimensional linear models
- Simultaneous covariance inference for multimodal integrative analysis
- Simultaneous Inference for Generalized Linear Models with Unmeasured Confounders
- Spectral deconfounding via perturbed sparse linear models
- Statistical Inferences for Complex Dependence of Multimodal Imaging Data
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Testing for sparse idiosyncratic components in factor-augmented regression models
- Testing for structural stability of factor augmented forecasting models
- Testing overidentifying restrictions on high-dimensional instruments and covariates
- Two-Sample Test of High Dimensional Means Under Dependence
This page was built for publication: A refined bootstrap procedure for high-dimensional factor-augmented regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6881151)
