Are Latent Factor Regression and Sparse Regression Adequate?
type: Item
instance of: scholarly article
title: Are Latent Factor Regression and Sparse Regression Adequate?
DOI: 10.1080/01621459.2023.2169700
author: Jianqing Fan
author: Zhipeng Lou
author: Q6154013
published in: Journal of the American Statistical Association
publication date: 2024-07-05T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7877143
MaRDI profile type: MaRDI publication profile
cites work: Eigenvalue ratio test for the number of factors
cites work: Robust estimation of high-dimensional covariance and precision matrices
cites work: Inferential Theory for Factor Models of Large Dimensions
cites work: Statistical analysis of factor models of high dimension
cites work: Determining the Number of Factors in Approximate Factor Models
cites work: Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
cites work: Forecasting economic time series using targeted predictors
cites work: Prediction by Supervised Principal Components
cites work: \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
cites work: Q5159462
cites work: A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation
cites work: The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
cites work: Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
cites work: Central limit theorems and bootstrap in high dimensions
cites work: Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
cites work: High-dimensional simultaneous inference with the bootstrap
cites work: Least angle regression. (With discussion)
cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
cites work: Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors
cites work: Sure Independence Screening for Ultrahigh Dimensional Feature Space
cites work: Nonconcave Penalized Likelihood With NP-Dimensionality
cites work: Sure independence screening in generalized linear models with NP-dimensionality
cites work: Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
cites work: Large Covariance Estimation by Thresholding Principal Orthogonal Complements
cites work: Adaptive robust variable selection
cites work: Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
cites work: Sufficient forecasting using factor models
cites work: Factor-Adjusted Regularized Model Selection
cites work: Statistical Foundations of Data Science
cites work: Estimating Number of Factors by Adjusted Eigenvalues Thresholding
cites work: Economic Predictions With Big Data: The Illusion of Sparsity
cites work: Analysis of a complex of statistical variables into principal components.
cites work: Causal Inference for Statistics, Social, and Biomedical Sciences
cites work: Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
cites work: Factor models and variable selection in high-dimensional regression analysis
cites work: Factor modeling for high-dimensional time series: inference for the number of factors
cites work: Robust rank correlation based screening
cites work: Embracing the Blessing of Dimensionality in Factor Models
cites work: System Identification of High-Dimensional Linear Dynamical Systems With Serially Correlated Output Noise Components
cites work: Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
cites work: High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
cites work: Confidence sets in sparse regression
cites work: Q2958600
cites work: Linear hypothesis testing for high dimensional generalized linear models
cites work: Forecasting Using Principal Components From a Large Number of Predictors
cites work: Adaptive Huber Regression
cites work: Scaled sparse linear regression
cites work: Q4864293
cites work: High-dimensional generalized linear models and the lasso
cites work: On asymptotically optimal confidence regions and tests for high-dimensional models
cites work: Asymptotics of empirical eigenstructure for high dimensional spiked covariance
cites work: High Dimensional Ordinary Least Squares Projection for Screening Variables
cites work: Estimating the error variance in a high-dimensional linear model
cites work: Nearly unbiased variable selection under minimax concave penalty
cites work: Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
cites work: Variable Selection for Support Vector Machines in Moderately High Dimensions
cites work: Q3174050
cites work: Model-Free Feature Screening for Ultrahigh-Dimensional Data
cites work: The Adaptive Lasso and Its Oracle Properties
description: scientific article; zbMATH DE number 7877143