On parameters of increasing dimensions

DOI10.1006/JMVA.1999.1873zbMATH Open0948.62013OpenAlexW2054435707MaRDI QIDQ1570293FDOQ1570293

Authors: Xuming He, Q. M. Shao 

Publication date: 3 October 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1873

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zbMATH Keywords

logistic regressionincreasing dimensionspatial medianM-estimatorsself-normalizationasymptotic approximationexponential inequality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Strong limit theorems (60F15)

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
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• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• On M-processes and M-estimation
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Asymptotics with increasing dimension for robust regression with applications to the bootstrap
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case

Cited In (96)

• Globally adaptive quantile regression with ultra-high dimensional data
• 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
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension
• 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
• \(\ell_1\)-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
• Oracle estimation of a change point in high-dimensional quantile regression
• Testing linearity in partial functional linear quantile regression model based on regression rank scores
• Quantile regression in partially linear varying coefficient models
• 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
• High dimensional censored quantile regression
• Estimation of a multiplicative correlation structure in the large dimensional case
• Composite change point estimation for bent line quantile regression
• Title not available (Why is that?)
• 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
• Weighted quantile regression in varying-coefficient model with longitudinal data
• Adaptive Huber regression on Markov-dependent data
• Smoothed quantile regression with large-scale inference
• Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
• Least squares approximation with a diverging number of parameters
• SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
• Adaptive Huber Regression
• GEE analysis of clustered binary data with diverging number of covariates
• M-estimation in high-dimensional linear model
• Sieve instrumental variable quantile regression estimation of functional coefficient models
• Conditional growth charts. (With discussion and rejoinder)
• Robust inference for high‐dimensional single index models
• The \(k\)th power expectile regression
• Quantile regression under memory constraint
• Privacy-preserving parametric inference: a case for robust statistics
• Self-normalized Cramér-type large deviations for independent random variables.
• Uniform nonparametric inference for time series
• Envelope quantile regression
• Tobit regression model with parameters of increasing dimensions
• Quadratic approximation via the SCAD penalty with a diverging number of parameters
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
• Estimation in high-dimensional analysis and multivariate linear models
• On the predictive risk in misspecified quantile regression
• On the use of \(L\)-functionals in regression models
• Asymptotics for panel quantile regression models with individual effects
• 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
• Semiparametric function-on-function quantile regression model with dynamic single-index interactions
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
• Partially linear additive quantile regression in ultra-high dimension
• Quantile regression estimation of partially linear additive models
• M-estimation for the partially linear regression model under monotonic constraints
• SCAD-penalized least absolute deviation regression in high-dimensional models
• Heteroscedasticity identification and variable selection via multiple quantile regression
• Nonparametric quantile scalar-on-image regression
• ADMM for High-Dimensional Sparse Penalized Quantile Regression
• Debiased Lasso for stratified Cox models with application to the national kidney transplant data
• A multistep protein lysate array quantification method and its statistical properties
• First-Order Newton-Type Estimator for Distributed Estimation and Inference
• Composite quantile estimation for kink model with longitudinal data
• A relative error-based estimation with an increasing number of parameters
• Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates
• Debiased lasso for generalized linear models with a diverging number of covariates
• The growth rate of significant regressors for high dimensional data
• Correct specification of design matrices in linear mixed effects models: tests with graphical representation
• Jackknife model averaging for high‐dimensional quantile regression
• Estimation and inference in functional varying-coefficient single-index quantile regression models
• 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
• Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models
• Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates
• Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates
• 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
• On rank estimators in increasing dimensions
• Measurement errors in quantile regression models
• Parameter estimation of partial linear model under monotonicity constraints with censored data
• Title not available (Why is that?)
• Analysis of GEE with a mixture working correlation matrix for diverging number of covariates
• Estimation for the Power-transformed Varying-coefficient Quantile Regression Model
• Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model
• Quantile Regression for Nonignorable Missing Data with Its Application of Analyzing Electronic Medical Records

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