Detection and inference of changes in high-dimensional linear regression with nonsparse structures
From MaRDI portal
Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A direct estimation approach to sparse linear discriminant analysis
- Adaptive estimation of high-dimensional signal-to-noise ratios
- Change-point inference in high-dimensional regression models under temporal dependence
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Detecting common breaks in the means of high dimensional cross-dependent panels
- Differential network analysis via lasso penalized D-trace loss
- Direct estimation of differential networks
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
- Forecasting Using Principal Components From a Large Number of Predictors
- FRED-MD: A Monthly Database for Macroeconomic Research
- Gaussian approximation for high dimensional time series
- Heavy-tailed distributions and robustness in economics and finance
- High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 7626763 (Why is no real title available?)
- Minimax rates in sparse, high-dimensional change point detection
- Moving beyond sub-Gaussianity in high-dimensional statistics: applications in covariance estimation and linear regression
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- Nearly optimal central limit theorem and bootstrap approximations in high dimensions
- Nonlinear system theory: Another look at dependence
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
- Seeded binary segmentation: a general methodology for fast and optimal changepoint detection
- Semisupervised Inference for Explained Variance in High Dimensional Linear Regression and its Applications
- Simultaneous analysis of Lasso and Dantzig selector
- Statistics for high-dimensional data. Methods, theory and applications.
- Testability of high-dimensional linear models with nonsparse structures
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
- The Lasso for high dimensional regression with a possible change point
- TIGER: A tuning-insensitive approach for optimally estimating Gaussian graphical models
- Two-sample testing of high-dimensional linear regression coefficients via complementary sketching
- Wild binary segmentation for multiple change-point detection
Cited in
(2)
This page was built for publication: Detection and inference of changes in high-dimensional linear regression with nonsparse structures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6898556)