High-dimensional statistical inference via DATE
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Flexible Framework for Hypothesis Testing in High Dimensions
- A perturbation method for inference on regularized regression estimates
- A unified approach to model selection and sparse recovery using regularized least squares
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Exact post-selection inference, with application to the Lasso
- High dimensional thresholded regression and shrinkage effect
- High-dimensional variable selection
- Model selection for high-dimensional quadratic regression via regularization
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Nonuniformity of p-values can occur early in diverging dimensions
- On asymptotically optimal confidence regions and tests for high-dimensional models
- One-step sparse estimates in nonconcave penalized likelihood models
- Regularization and Variable Selection Via the Elastic Net
- Scaled sparse linear regression
- Simultaneous analysis of Lasso and Dantzig selector
- Stability selection. With discussion and authors' reply
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The constrained Dantzig selector with enhanced consistency
- Uniform asymptotic inference and the bootstrap after model selection
- Valid post-selection inference
- Valid post-selection inference in high-dimensional approximately sparse quantile regression models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- \(p\)-values for high-dimensional regression
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