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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(24)

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

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