One-step regularized estimator for high-dimensional regression models
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Cites work
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- A significance test for the lasso
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Asymptotic properties of the residual bootstrap for lasso estimators
- Asymptotics for Lasso-type estimators.
- Bootstrapping Lasso estimators
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Convergence rate of sieve estimates
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- Estimating the dimension of a model
- Exact post-selection inference, with application to the Lasso
- Exploration, normalization, and summaries of high density oligonucleotide array probe level data
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- High-dimensional graphs and variable selection with the Lasso
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- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory
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- Instrumental Variable Estimation of Nonparametric Models
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- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable selection in nonparametric additive models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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