Are Latent Factor Regression and Sparse Regression Adequate?
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Are Latent Factor Regression and Sparse Regression Adequate? (scientific article; zbMATH DE number 7877143)
Are Latent Factor Regression and Sparse Regression Adequate? (scientific article; zbMATH DE number 7877143)
Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- Adaptive Huber Regression
- Adaptive robust variable selection
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- Asymptotics of empirical eigenstructure for high dimensional spiked covariance
- Causal inference for statistics, social, and biomedical sciences. An introduction
- Central limit theorems and bootstrap in high dimensions
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Confidence sets in sparse regression
- Determining the Number of Factors in Approximate Factor Models
- Economic Predictions With Big Data: The Illusion of Sparsity
- Eigenvalue ratio test for the number of factors
- Embracing the blessing of dimensionality in factor models
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding
- Estimating the error variance in a high-dimensional linear model
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Factor modeling for high-dimensional time series: inference for the number of factors
- Factor models and variable selection in high-dimensional regression analysis
- Factor-Adjusted Regularized Model Selection
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Forecasting economic time series using targeted predictors
- Forecasting Using Principal Components From a Large Number of Predictors
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- High dimensional ordinary least squares projection for screening variables
- High-dimensional generalized linear models and the lasso
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- High-dimensional simultaneous inference with the bootstrap
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 7415120 (Why is no real title available?)
- Inferential Theory for Factor Models of Large Dimensions
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors
- Least angle regression. (With discussion)
- Linear hypothesis testing for high dimensional generalized linear models
- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave Penalized Likelihood With NP-Dimensionality
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Prediction by Supervised Principal Components
- Robust estimation of high-dimensional covariance and precision matrices
- Robust rank correlation based screening
- Scaled sparse linear regression
- Statistical analysis of factor models of high dimension
- Statistical foundations of data science
- Sufficient forecasting using factor models
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- System Identification of High-Dimensional Linear Dynamical Systems With Serially Correlated Output Noise Components
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable selection for support vector machines in moderately high dimensions
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Cited in
(17)- Testing for sparse idiosyncratic components in factor-augmented regression models
- Simultaneous Estimation of Multiple Treatment Effects from Observational Studies
- Entrywise splitting cross-validation in generalized factor models: from sample splitting to entrywise splitting
- A refined bootstrap procedure for high-dimensional factor-augmented regression models
- Distributed learning for high-dimensional factor augmented regression models
- Communication-efficient estimation and inference for high-dimensional quantile regression with unmeasured confounders
- Extensions of heterogeneity in integration and prediction (HIP) with R Shiny application
- Self-normalized Cramér type moderate deviation theorem for Gaussian approximation
- Double debiased estimation and inference for longitudinal generalized linear models with hidden confounders
- Integrative factor-adjusted sparse generalized linear models
- Diffusion index forecasting with tensor data
- Online learning for high-dimensional single-index model with streaming data
- Fast autoregressive model for multivariate dependent outcomes with application to lipidomics analysis for Alzheimer's disease and APOE- 4
- High-dimensional inference for single-index models with latent factors
- Spectrally Deconfounded Random Forests
- Factor-Adjusted Model Averaging
- Factor Augmented Matrix Regression
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