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?)
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- A Statistical View of Some Chemometrics Regression Tools
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- Asymptotics with increasing dimension for robust regression with applications to the bootstrap
- Boosting for high-dimensional linear models
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrap methods: another look at the jackknife
- Bootstrapping Lasso estimators
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- Density estimation by wavelet thresholding
- Gene expression analysis with the parametric bootstrap
- High-dimensional variable selection
- Ideal spatial adaptation by wavelet shrinkage
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- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
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- Robust regression: Asymptotics, conjectures and Monte Carlo
- Safe Feature Elimination in Sparse Supervised Learning
- The Adaptive Lasso and Its Oracle Properties
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
- The bootstrap and Edgeworth expansion
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(13)- Comments on ``Grouping strategies and thresholding for high dimension linear models
- Discussion of: ``Grouping strategies and thresholding for high dimension linear models
- Subsampling based variable selection for generalized linear models
- Order thresholding
- Distributional results for thresholding estimators in high-dimensional Gaussian regression models
- Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
- Bootstrapping Lasso-type estimators in regression models
- Optimized variable selection via repeated data splitting
- Asymptotics for threshold regression under general conditions
- Non-parametric estimators of hazard ratios for comparing two survival curves
- On the robustness of F statistic for high-dimensional general linear models
- Threshold single index regression model from high-dimensional data
- Oracle GMM estimation for misspecified models via thresholding
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