Empirical process of residuals for high-dimensional linear models
From MaRDI portal
(Redirected from Publication:1922408)
Recommendations
- scientific article; zbMATH DE number 1944031
- The residual process for non-linear regression
- Empirical processes based upon residuals from errors-in-variables regressions
- Empirical process of residuals for regression models with long memory errors
- The empirical process of residuals from an inverse regression
- Weak convergence of the empirical process of residuals in linear models with many parameters
- Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit
- Empirical likelihood for high-dimensional linear regression models
Cites work
- Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
- Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
- Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression
- Asymptotics with increasing dimension for robust regression with applications to the bootstrap
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrapping robust regression
- Bootstrapping the maximum likelihood estimator in high-dimensional log- linear models
- Convergence of stochastic processes
- Estimation of the distribution function of noise in stationary processes
- scientific article; zbMATH DE number 3165002 (Why is no real title available?)
- scientific article; zbMATH DE number 3841086 (Why is no real title available?)
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 3560164 (Why is no real title available?)
- scientific article; zbMATH DE number 3999007 (Why is no real title available?)
- scientific article; zbMATH DE number 1416392 (Why is no real title available?)
- Log-linear models and frequency tables with small expected cell counts
- Maximum likelihood estimates in exponential response models
- On M-processes and M-estimation
- Robust Statistics
- Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
- The empirical distribution function of residuals from generalised regression
Cited in
(37)- Estimating the innovation distribution in nonparametric autoregression
- Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
- Estimating linear functionals of the error distribution in nonparametric regression
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
- Residual bootstrap tests in linear models with many regressors
- Weak convergence of the empirical process of residuals in linear models with many parameters
- Goodness-of-fit tests for mixed model diagnostics.
- Consistency of error density and distribution function estimators in nonparametric regression.
- Copula-based tests for cross-sectional independence in panel models
- Inference for conditional value-at-risk of a predictive regression
- Parametric copula adjusted for non- and semiparametric regression
- Ridge regression revisited: debiasing, thresholding and bootstrap
- Models as approximations. I. Consequences illustrated with linear regression
- The empirical process of residuals from an inverse regression
- Asymptotic properties of hazard rate estimator in censored linear regression
- Correcting MM estimates for ``fat data sets
- Empirical process of residuals for regression models with long memory errors
- Testing goodness of fit for the distribution of errors in multivariate linear models
- A bootstrap version of the residual-based smooth empirical distribution function
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
- Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions
- Empirical and rank processes of observations and residuals
- Applied regression analysis bibliography update 1994-97
- Maximum deviation of error density estimators in censored linear regression
- Estimating functionals of the error distribution in parametric and nonparametric regression
- Critical dimension in profile semiparametric estimation
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
- A law of the iterated logarithm for error density estimator in censored linear regression
- Comment
- Conditional predictive inference for stable algorithms
- Testing stochastic dominance with many conditioning variables
- Estimating the error distribution function in semiparametric additive regression models
- Tests of parameter matrix in multivariate general linear model with large dimensions
- Are unobservables separable??
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression
- Hypothesis testing in linear regression when k/n is large
- Estimating robot strengths with application to selection of alliance members in FIRST Robotics Competitions
This page was built for publication: Empirical process of residuals for high-dimensional linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1922408)
