Bootstrapping Lasso in generalized linear models
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Cites work
- A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processes.
- A perturbation method for inference on regularized regression estimates
- A simple resampling method by perturbing the minimand
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- Asymptotics for Lasso-type estimators.
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- Bootstrapping generalized linear models
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- Cube root asymptotics
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- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
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- Jackknifing and bootstrapping quasi–likelihood estimators
- Least angle regression. (With discussion)
- M-estimation for autoregression with infinite variance
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- On the validity of the pairs bootstrap for Lasso estimators
- Pathwise coordinate optimization
- Perturbation bootstrap in adaptive Lasso
- Probability Inequalities for Sums of Independent Random Variables
- Random weighting in LASSO regression
- Robust semiparametric M-estimation and the weighted bootstrap
- Statistics for high-dimensional data. Methods, theory and applications.
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