Least squares estimation with complexity penalties

MaRDI QIDQ1856454zbMATH OpenFDO

Authors Sara Van De Geer

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

entropymodel selectionpenalized least squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cited in

(25)

• Consistencies and rates of convergence of jump-penalized least squares estimators
• Smooth functions and local extreme values
• Orthogonal series estimates on strong spatial mixing data
• Least angle regression. (With discussion)
• Extensions of smoothing via taut strings
• The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
• Robust low-rank matrix estimation
• Total variation regularized Fréchet regression for metric-space valued data
• Penalized least squares estimation in the additive model with different smoothness for the components
• Confidence sets in sparse regression
• Robust semiparametric M-estimation and the weighted bootstrap
• Complexity of penalized likelihood estimation
• Complexity \(L^0\)-penalized \(M\)-estimation: consistency in more dimensions
• Pricing of American options in discrete time using least squares estimates with complexity penalties
• scientific article; zbMATH DE number 2016953 (Why is no real title available?)
• Convergence Rates for Penalized Least Squares Estimators in PDE Constrained Regression Problems
• Complexity penalized least squares estimators: Analytical results
• Quasi-likelihood and/or robust estimation in high dimensions
• The Lasso with structured design and entropy of (absolute) convex hulls
• Laplace priors and spatial inhomogeneity in Bayesian inverse problems
• Imputed quantile tensor regression for near-sited spatial-temporal data
• Convergence rates for the maximum a posteriori estimator in PDE-regression models with random design
• Adaptive penalized M-estimation with current status data
• Estimating a regression function
• Multivariate orthogonal series estimates for random design regression

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