On parameters of increasing dimensions
From MaRDI portal
Recommendations
- Asymptotics for Redescending M-estimators in Linear Models with Increasing Dimension
- On M-processes and M-estimation
- Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
- Asymptotics with increasing dimension for robust regression with applications to the bootstrap
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
Cites work
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
- Asymptotics with increasing dimension for robust regression with applications to the bootstrap
- Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
- On M-processes and M-estimation
- Robust regression: Asymptotics, conjectures and Monte Carlo
Cited in
(96)- Globally adaptive quantile regression with ultra-high dimensional data
- Heteroscedasticity identification and variable selection via multiple quantile regression
- Nonparametric quantile scalar-on-image regression
- ADMM for High-Dimensional Sparse Penalized Quantile Regression
- Deep distribution regression
- Hypothesis testing of varying coefficients for regional quantiles
- Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates
- Debiased Lasso for stratified Cox models with application to the national kidney transplant data
- Bootstrap consistency for quadratic forms of sample averages with increasing dimension
- A multistep protein lysate array quantification method and its statistical properties
- Statistical inference of minimum BD estimators and classifiers for varying-dimensional models
- Partially linear censored quantile regression
- On the computational complexity of MCMC-based estimators in large samples
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
- Valid post-selection inference in high-dimensional approximately sparse quantile regression models
- First-Order Newton-Type Estimator for Distributed Estimation and Inference
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
- Quantile regression for panel data models with fixed effects under random censoring
- Testing linearity in partial functional linear quantile regression model based on regression rank scores
- Composite quantile estimation for kink model with longitudinal data
- Oracle estimation of a change point in high-dimensional quantile regression
- Quantile regression in partially linear varying coefficient models
- A relative error-based estimation with an increasing number of parameters
- Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates
- Conditional quantile processes based on series or many regressors
- The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance
- Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates
- The growth rate of significant regressors for high dimensional data
- High dimensional censored quantile regression
- Estimation of a multiplicative correlation structure in the large dimensional case
- Debiased lasso for generalized linear models with a diverging number of covariates
- Correct specification of design matrices in linear mixed effects models: tests with graphical representation
- Composite change point estimation for bent line quantile regression
- scientific article; zbMATH DE number 7370575 (Why is no real title available?)
- Parametric-rate inference for one-sided differentiable parameters
- A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
- Hypothesis testing in linear regression when k/n is large
- Estimation in functional linear quantile regression
- Jackknife model averaging for high‐dimensional quantile regression
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Adaptive Huber regression on Markov-dependent data
- Estimation and inference in functional varying-coefficient single-index quantile regression models
- Smoothed quantile regression with large-scale inference
- Robust high-dimensional tuning free multiple testing
- Semiparametric estimation of censored spatial autoregressive models
- Robust integrative analysis via quantile regression with homogeneity and sparsity
- Incorporating Graphical Structure of Predictors in Sparse Quantile Regression
- Least squares approximation with a diverging number of parameters
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
- Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates
- Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models
- Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates
- M-estimation in high-dimensional linear model
- Adaptive Huber Regression
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- GEE analysis of clustered binary data with diverging number of covariates
- Conditional growth charts. (With discussion and rejoinder)
- The \(k\)th power expectile regression
- Quantile regression under memory constraint
- Robust inference for high‐dimensional single index models
- Self-normalized Cramér-type large deviations for independent random variables.
- Uniform nonparametric inference for time series
- Privacy-preserving parametric inference: a case for robust statistics
- Tobit regression model with parameters of increasing dimensions
- Renewable Huber estimation method for streaming datasets
- The \(k\)th power expectile estimation and testing
- Robust singular value decomposition with application to video surveillance background modelling
- Envelope quantile regression
- Quadratic approximation via the SCAD penalty with a diverging number of parameters
- On rank estimators in increasing dimensions
- Measurement errors in quantile regression models
- Parameter estimation of partial linear model under monotonicity constraints with censored data
- On the predictive risk in misspecified quantile regression
- Estimation in high-dimensional analysis and multivariate linear models
- scientific article; zbMATH DE number 3860175 (Why is no real title available?)
- Analysis of GEE with a mixture working correlation matrix for diverging number of covariates
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Asymptotics for panel quantile regression models with individual effects
- On the use of \(L\)-functionals in regression models
- Distributed adaptive Huber regression
- Asymptotic properties on high-dimensional multivariate regression M-estimation
- High-dimensional robust approximated M-estimators for mean regression with asymmetric data
- Quantile regression feature selection and estimation with grouped variables using Huber approximation
- Estimation for the Power-transformed Varying-coefficient Quantile Regression Model
- Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
- Semiparametric function-on-function quantile regression model with dynamic single-index interactions
- Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model
- M-estimation for the partially linear regression model under monotonic constraints
- Quantile regression estimation of partially linear additive models
- Partially linear additive quantile regression in ultra-high dimension
- SCAD-penalized least absolute deviation regression in high-dimensional models
- Quantile Regression for Nonignorable Missing Data with Its Application of Analyzing Electronic Medical Records
This page was built for publication: On parameters of increasing dimensions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1570293)
