Generalized regression estimators with high-dimensional covariates
DOI10.5705/SS.202017.0384zbMATH Open1453.62584OpenAlexW2955073550WikidataQ96684234 ScholiaQ96684234MaRDI QIDQ5134471FDOQ5134471
Authors: Tram Ta, Jun Shao, Quefeng Li, Lei Wang
Publication date: 16 November 2020
Published in: STATISTICA SINICA (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/46f3a2105654f641d8ec3d401be14f08d01829b2
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Sampling theory, sample surveys (62D05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to social sciences (62P25)
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Cited In (13)
- A provable smoothing approach for high dimensional generalized regression with applications in genomics
- Asymptotic efficiency of the calibration estimator in a high-dimensional data setting
- On making valid inferences by integrating data from surveys and other sources
- Complete subset averaging approach for high-dimensional generalized linear models
- Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
- Generalised variance function estimation for binary variables in large-scale sample surveys
- Estimation of high-dimensional seemingly unrelated regression models
- Generalized regression estimators with concave penalties and a comparison to lasso type estimators
- Inference after covariate-adaptive randomisation: aspects of methodology and theory
- Model-assisted estimation in high-dimensional settings for survey data
- Toward Better Practice of Covariate Adjustment in Analyzing Randomized Clinical Trials
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates
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