scientific article; zbMATH DE number 7626707
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Publication:5053172
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- A perturbation method for inference on regularized regression estimates
- A polynomial algorithm for best-subset selection problem
- A study of error variance estimation in Lasso regression
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
- A well-conditioned estimator for large-dimensional covariance matrices
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Controlling the least eigenvalue of a random Gram matrix
- Estimation and accuracy after model selection
- Forward regression for ultra-high dimensional variable screening
- Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design
- High-dimensional variable selection
- Lasso-type recovery of sparse representations for high-dimensional data
- Moving beyond sub-Gaussianity in high-dimensional statistics: applications in covariance estimation and linear regression
- Multivariate Theory for Analyzing High Dimensional Data
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
- Optimal rates of convergence for covariance matrix estimation
- Regularization and Variable Selection Via the Elastic Net
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse estimators and the oracle property, or the return of Hodges' estimator
- Stability Selection
- Statistics for high-dimensional data. Methods, theory and applications.
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Valid post-selection inference
- \(p\)-values for high-dimensional regression
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