The growth rate of significant regressors for high dimensional data

DOI10.1016/J.SPL.2013.04.029MaRDI QIDQ2637360zbMATH OpenOpenAlexFDO

Authors Qi Zheng, K. B. Kulasekera, Colin M. Gallagher

Publication date 11 February 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2013.04.029

zbMATH Keywords

increasing ratesquantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
• Adaptive Lasso for sparse high-dimensional regression models
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Nonconcave penalized likelihood with a diverging number of parameters.
• On M-processes and M-estimation
• On parameters of increasing dimensions
• One-Step Huber Estimates in the Linear Model
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Weak convergence and empirical processes. With applications to statistics

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