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(only showing first 100 items - show all)- Shrinkage estimation of regression models with multiple structural changes
- Sparse estimation of conditional graphical models with application to gene networks
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- A note on adaptive group Lasso
- Subset selection for vector autoregressive processes using Lasso
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Shrinkage estimation for linear regression with ARMA errors
- Unified LASSO Estimation by Least Squares Approximation
- Estimation and accuracy after model selection
- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
- A classification point-of-view about conditional Kendall's tau
- Penalized maximum likelihood estimation of a stochastic multivariate regression model
- Adaptive LASSO for general transformation models with right censored data
- Nonconcave penalized likelihood with a diverging number of parameters.
- Consistent group selection in high-dimensional linear regression
- Quantile regression for longitudinal data
- Covariate selection for the semiparametric additive risk model
- Bayesian variable selection and estimation for group Lasso
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- A superlinearly convergent \(R\)-regularized Newton scheme for variational models with concave sparsity-promoting priors
- One-step sparse estimates in nonconcave penalized likelihood models
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Group selection in high-dimensional partially linear additive models
- On the asymptotic properties of the group lasso estimator for linear models
- Thresholding-based iterative selection procedures for model selection and shrinkage
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Bridge estimators and the adaptive Lasso under heteroscedasticity
- Visualization and assessment of model selection uncertainty
- Estimating the dimension of a model
- Least angle regression. (With discussion)
- Honest confidence regions and optimality in high-dimensional precision matrix estimation
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Does modeling lead to more accurate classification? A study of relative efficiency in linear classification
- Linearly constrained non-Lipschitz optimization for image restoration
- Adaptive Dantzig density estimation
- High-dimensional graphs and variable selection with the Lasso
- Complexity of unconstrained \(L_2 - L_p\) minimization
- Penalized likelihood regression for generalized linear models with non-quadratic penalties
- Variable selection for Cox's proportional hazards model and frailty model
- Simultaneous analysis of Lasso and Dantzig selector
- A regularization-based adaptive test for high-dimensional GLMs
- Spike and slab variable selection: frequentist and Bayesian strategies
- On the ``degrees of freedom of the lasso
- Determination of vector error correction models in high dimensions
- The adaptive Lasso in high-dimensional sparse heteroscedastic models
- Some theoretical results on the grouped variables Lasso
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
- Best subset selection via a modern optimization lens
- Lasso-type recovery of sparse representations for high-dimensional data
- Penalized MM regression estimation with \(L_\gamma\) penalty: a robust version of bridge regression
- A general theory of concave regularization for high-dimensional sparse estimation problems
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- Penalized estimation in additive varying coefficient models using grouped regularization
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- Relaxed Lasso
- Parametric component detection and variable selection in varying-coefficient partially linear models
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
- Statistical significance in high-dimensional linear models
- Regularized Estimation for the Accelerated Failure Time Model
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Fully Bayes factors with a generalized \(g\)-prior
- A penalty approach to differential item functioning in Rasch models
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
- The benefit of group sparsity in group inference with de-biased scaled group Lasso
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
- Model selection by LASSO methods in a change-point model
- PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
- The finite sample properties of sparse M-estimators with pseudo-observations
- Penalized empirical likelihood for generalized linear models with longitudinal data
- Robust regression through the Huber's criterion and adaptive lasso penalty
- On the adaptive elastic net with a diverging number of parameters
- Smoothing methods for nonsmooth, nonconvex minimization
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals
- A majorization-minimization approach to variable selection using spike and slab priors
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- Bootstrap based inference for sparse high-dimensional time series models
- On the distribution of the adaptive LASSO estimator
- Weighted Bayesian bootstrap for scalable posterior distributions
- Inference for single and multiple change-points in time series
- On stepwise pattern recovery of the fused Lasso
- Semi-analytic resampling in Lasso
- Confidence intervals for high-dimensional inverse covariance estimation
- Sparse estimation in functional linear regression
- Penalized Gaussian process regression and classification for high-dimensional nonlinear data
- Exact post-selection inference, with application to the Lasso
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- The Lasso estimator: distributional properties.
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- Objective Bayesian edge screening and structure selection for Ising networks
- The law of iterated logarithm for the estimations of diffusion-type processes
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