Robust inference for high‐dimensional single index models
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Publication:6140331
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 44885 (Why is no real title available?)
- scientific article; zbMATH DE number 7370544 (Why is no real title available?)
- scientific article; zbMATH DE number 5251637 (Why is no real title available?)
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A distribution-based Lasso for a general single-index model
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
- A provable smoothing approach for high dimensional generalized regression with applications in genomics
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
- Adaptive Huber Regression
- Asymptotic analysis of high-dimensional LAD regression with Lasso smoother
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Asymptotic behavior of M-estimators for the linear model
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Consistent Estimation of Scaled Coefficients
- Covariance regularization by thresholding
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- Direct estimation of the index coefficient in a single-index model
- Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Group inference in high dimensions with applications to hierarchical testing
- Nearly unbiased variable selection under minimax concave penalty
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On parameters of increasing dimensions
- Optimal smoothing in single-index models
- Regression analysis under link violation
- Robust Estimation of a Location Parameter
- Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
- Robust inference via multiplier bootstrap
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Scale calibration for high-dimensional robust regression
- Semisupervised Inference for Explained Variance in High Dimensional Linear Regression and its Applications
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Sliced Inverse Regression for Dimension Reduction
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- Structured Signal Recovery From Non-Linear and Heavy-Tailed Measurements
- The Generalized Lasso With Non-Linear Observations
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for the single-index model
- \(L_1\)-regularized least squares for support recovery of high dimensional single index models with Gaussian designs
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