Thresholding least-squares inference in high-dimensional regression models
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Cites work
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- scientific article; zbMATH DE number 1076783 (Why is no real title available?)
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
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- scientific article; zbMATH DE number 967931 (Why is no real title available?)
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Cited in
(11)- Subsampling based variable selection for generalized linear models
- Optimized variable selection via repeated data splitting
- Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
- Threshold single index regression model from high-dimensional data
- Comments on ``Grouping strategies and thresholding for high dimension linear models
- Discussion of: ``Grouping strategies and thresholding for high dimension linear models
- Order thresholding
- Oracle GMM estimation for misspecified models via thresholding
- Asymptotics for threshold regression under general conditions
- Bootstrapping Lasso-type estimators in regression models
- Distributional results for thresholding estimators in high-dimensional Gaussian regression models
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