Prediction in abundant high-dimensional linear regression
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Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 4052834 (Why is no real title available?)
- scientific article; zbMATH DE number 4084766 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Statistical View of Some Chemometrics Regression Tools
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A paradox concerning nuisance parameters and projected estimating functions
- All Invariant Moments of the Wishart Distribution
- Covariance estimation: the GLM and regularization perspectives
- Covariance-regularized regression and classification for high dimensional problems
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
- Estimation in high-dimensional linear models with deterministic design matrices
- Fisher lecture: Dimension reduction in regression
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- Model selection and estimation in the Gaussian graphical model
- On the mean and variance of the generalized inverse of a singular Wishart matrix
- Principal fitted components for dimension reduction in regression
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Sparse covariance thresholding for high-dimensional variable selection
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- The Adaptive Lasso and Its Oracle Properties
- The commutation matrix: Some properties and applications
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(10)- Ensemble Subset Regression (ENSURE): Efficient High-dimensional Prediction
- Reply
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- Partial least squares for simultaneous reduction of response and predictor vectors in regression
- Letter to the Editor
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
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