High dimensional generalized linear models for temporal dependent data
From MaRDI portal
Publication:2108473
Cites work
- \(M\)-estimation of linear models with dependent errors
- A Bennett concentration inequality and its application to suprema of empirical processes
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
- A direct estimation of high dimensional stationary vector autoregressions
- A General Qualitative Definition of Robustness
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
- A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
- About the constants in Talagrand's concentration inequalities for empirical processes.
- Adaptive Lasso and group-Lasso for functional Poisson regression
- Analysis of Financial Time Series
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
- Asymptotic spectral theory for nonlinear time series
- Challenging the empirical mean and empirical variance: a deviation study
- Compressed Sensing Performance Bounds Under Poisson Noise
- Concentration inequalities for empirical processes of linear time series
- Covariance and precision matrix estimation for high-dimensional time series
- Empirical risk minimization for heavy-tailed losses
- Estimation and selection via absolute penalized convex minimization and its multistage adaptive applications
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Gaussian approximation for high dimensional time series
- Generalized high-dimensional trace regression via nuclear norm regularization
- Geometric median and robust estimation in Banach spaces
- High dimensional generalized linear models for temporal dependent data
- High-dimensional generalized linear models and the lasso
- High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 194951 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 850143 (Why is no real title available?)
- scientific article; zbMATH DE number 7376767 (Why is no real title available?)
- scientific article; zbMATH DE number 3320125 (Why is no real title available?)
- scientific article; zbMATH DE number 3335619 (Why is no real title available?)
- scientific article; zbMATH DE number 3336465 (Why is no real title available?)
- scientific article; zbMATH DE number 3374705 (Why is no real title available?)
- scientific article; zbMATH DE number 3195732 (Why is no real title available?)
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
- Learning High-Dimensional Generalized Linear Autoregressive Models
- Limit theorems for iterated random functions
- Loss minimization and parameter estimation with heavy tails
- Minimax Optimal Rates for Poisson Inverse Problems With Physical Constraints
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over \ell_q-Balls
- Network Estimation From Point Process Data
- Non-Parametric Sparse Additive Auto-Regressive Network Models
- Nonlinear system theory: Another look at dependence
- On linear processes with dependent innovations
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Oracle inequalities for the lasso in the Cox model
- Performance Bounds for Expander-Based Compressed Sensing in Poisson Noise
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
- Quasi-likelihood and/or robust estimation in high dimensions
- Regularized estimation in sparse high-dimensional time series models
- Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series
- Robust and consistent variable selection in high-dimensional generalized linear models
- Robust Estimation of a Location Parameter
- Robust Inference for Generalized Linear Models
- Robust-BD estimation and inference for varying-dimensional general linear models
- Sequential Anomaly Detection in the Presence of Noise and Limited Feedback
- Simultaneous analysis of Lasso and Dantzig selector
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- Statistics for high-dimensional data. Methods, theory and applications.
- Support recovery without incoherence: a case for nonconvex regularization
- The Future of Data Analysis
- The Group Lasso for Logistic Regression
- The Influence Curve and Its Role in Robust Estimation
Cited in
(6)- High dimensional generalized linear models for temporal dependent data
- Rate-optimal robust estimation of high-dimensional vector autoregressive models
- Simultaneous Decorrelation of Matrix Time Series
- High-Dimensional Knockoffs Inference for Time Series Data
- High-dimensional generalized linear models for Hilbert manifold covariates
- Sparse estimation of parameter support sets for generalized vector autoregressions by resampling and model aggregation
This page was built for publication: High dimensional generalized linear models for temporal dependent data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2108473)
