Inference for possibly misspecified generalized linear models with nonpolynomial-dimensional nuisance parameters
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Cites work
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
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- Composite quantile regression and the oracle model selection theory
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Copula-based Partial Correlation Screening: a Joint and Robust Approach
- Generalized likelihood ratio statistics and Wilks phenomenon
- Goodness-of-fit Testing in High Dimensional Generalized Linear Models
- Heuristics of instability and stabilization in model selection
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- Lasso-type recovery of sparse representations for high-dimensional data
- Least squares after model selection in high-dimensional sparse models
- Linear hypothesis testing for high dimensional generalized linear models
- Nearly unbiased variable selection under minimax concave penalty
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- Nonconcave Penalized Likelihood With NP-Dimensionality
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Nonparametric Inferences for Additive Models
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On the Non-Negative Garrotte Estimator
- Quasi-likelihood functions
- Regularization in statistics
- Regularization of Wavelet Approximations
- Simultaneous analysis of Lasso and Dantzig selector
- Smoothly clipped absolute deviation on high dimensions
- Statistical Inference for High-Dimensional Generalized Linear Models With Binary Outcomes
- Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation
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- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Valid post-selection inference
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
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