Thresholding least-squares inference in high-dimensional regression models
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Publication:309566
DOI10.1214/16-EJS1160zbMATH Open1347.62131MaRDI QIDQ309566FDOQ309566
Authors: M. Giurcanu 
Publication date: 7 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1468849973
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Cited In (11)
- 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
- Threshold single index regression model from high-dimensional data
- Oracle GMM estimation for misspecified models via thresholding
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