Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10) Robustness and adaptive procedures (parametric inference) (62F35)

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Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
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Asymptotic distribution of regression M-estimators
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Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
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Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
Asymptotics of M-estimators in two-phase linear regression models.

Cited in

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Semi-varying coefficient models with a diverging number of components
Nonparametric specification testing via the trinity of tests
Inference on higher-order spatial autoregressive models with increasingly many parameters
Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components
On parameters of increasing dimensions
Consistency and asymptotic normality of the minimum logit chi-squared estimator when the number of design points is large
Rank procedures for a large number of treatments
Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model
Persistence of plug-in rule in classification of high dimensional multivariate binary data
Adaptive-to-model checking for regressions with diverging number of predictors
SCAD-penalized least absolute deviation regression in high-dimensional models
On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS
A theorem on uniform convergence of stochastic functions with applications
Asymptotic properties of GEE with diverging dimension of covariates
Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net
Estimating false discovery proportion under arbitrary covariance dependence
Comment
A computationally efficient approach to estimating species richness and rarefaction curve
Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
GMM inference when the number of moment conditions in large
Rank tests for anova with large number of factor levels
Asymptotic expansion of the posterior density in high dimensional generalized linear models
Modified SCAD penalty for constrained variable selection problems
Random graphs with a given degree sequence
Sample Size Determination For Multidimensional Parameters And The A-Optimal Subsampling In A Big Data Linear Regression Model
STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA
Averaging of an increasing number of moment condition estimators
On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example
Laplace and saddlepoint approximations in high dimensions
Residual bootstrap tests in linear models with many regressors
A Unifying Tutorial on Approximate Message Passing
On the border of extreme and mild spiked models in the HDLSS framework
Jackknife model averaging for quantile regressions
Jackknife empirical likelihood test for high-dimensional regression coefficients
Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
High dimensional semiparametric moment restriction models
Best subset selection, persistence in high-dimensional statistical learning and optimization under l₁ constraint
Can we trust the bootstrap in high-dimensions? The case of linear models
Conditional inference about generalized linear mixed models
Asymptotic efficiency of the calibration estimator in a high-dimensional data setting
Adaptive group Lasso for high-dimensional generalized linear models
The adaptive gril estimator with a diverging number of parameters
The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
On robust regression with high-dimensional predictors
Robust group non-convex estimations for high-dimensional partially linear models
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
Non-convex penalized estimation in high-dimensional models with single-index structure
Asymptotics when the number of parameters tends to infinity in the Bradley-Terry model for paired comparisons
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Estimating robot strengths with application to selection of alliance members in FIRST Robotics Competitions
Nonparametric methods in multivariate factorial designs for large number of factor levels
Bootstrap inference for instrumental variable models with many weak instruments
The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance
Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent
Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates
On the adaptive elastic net with a diverging number of parameters
Debiased lasso for generalized linear models with a diverging number of covariates
Asymptotic properties of bridge estimators in sparse high-dimensional regression models
Thresholding least-squares inference in high-dimensional regression models
Asymptotics of hierarchical clustering for growing dimension
Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
A general asymptotic theory of \(M\)-estimators. II
Hypothesis testing in linear regression when k/n is large
Dimension-agnostic inference using cross U-statistics
Some contributions to M-estimation in linear models
Generalized \(F\) test for high dimensional linear regression coefficients
Another look at the jackknife: Further examples of generalized bootstrap
Balanced augmented empirical likelihood for regression models
The bias and skewness of M-estimators in regression
Asymptotic inference for high-dimensional data
Robust analysis of variance for a randomized block design
Goodness-of-fit tests for mixed model diagnostics.
High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior
Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
Rank tests in heteroscedastic multi-way HANOVA
Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
Asymptotics with increasing dimension for robust regression with applications to the bootstrap
M-estimation in high-dimensional linear model
GEE analysis of clustered binary data with diverging number of covariates
Asymptotics and the theory of inference
Asymptotic distribution of regression M-estimators
Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models
Analyzing risk factors for post-acute recovery in older adults with Alzheimer's disease and related dementia: a new semi-parametric model for large-scale medicare claims
Independent rule in classification of multivariate binary data
A statistical learning assessment of Huber regression
Tobit regression model with parameters of increasing dimensions
Robust singular value decomposition with application to video surveillance background modelling
On asymptotics of t-type regression estimation in multiple linear model
Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares
Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes
Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach
Optimal prediction for linear regression with infinitely many parameters.
Critical dimension in profile semiparametric estimation
Empirical process of residuals for high-dimensional linear models
Empirical likelihood test for high dimensional linear models
Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point

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