Pages that link to "Item:Q1081230"

The following pages link to Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation (Q1081230):

Displaying 50 items.

• Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
• Tobit regression model with parameters of increasing dimensions (Q342736) (← links)
• Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
• Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
• Asymptotics of hierarchical clustering for growing dimension (Q392113) (← links)
• Asymptotic expansion of the posterior density in high dimensional generalized linear models (Q406525) (← links)
• Critical dimension in profile semiparametric estimation (Q489169) (← links)
• On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
• Inference in regression models with many regressors (Q528054) (← links)
• Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
• A central limit theorem applicable to robust regression estimators (Q580843) (← links)
• Random graphs with a given degree sequence (Q640061) (← links)
• On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
• Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
• Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates (Q830480) (← links)
• Quantile regression with varying coefficients (Q997372) (← links)
• Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
• Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
• Quantile regression in partially linear varying coefficient models (Q1043714) (← links)
• On the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\) (Q1071369) (← links)
• On the asymptotic normality of Fourier flexible form estimates (Q1185206) (← links)
• Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
• Asymptotics and the theory of inference (Q1430906) (← links)
• Asymptotics when the number of parameters tends to infinity in the Bradley-Terry model for paired comparisons (Q1568310) (← links)
• On parameters of increasing dimensions (Q1570293) (← links)
• Some contributions to M-estimation in linear models (Q1579995) (← links)
• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity. (Q1582629) (← links)
• On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example (Q1624811) (← links)
• Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
• Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension (Q1680193) (← links)
• Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
• Modified SCAD penalty for constrained variable selection problems (Q1731229) (← links)
• Residual bootstrap tests in linear models with many regressors (Q1739866) (← links)
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates (Q1757687) (← links)
• Rank procedures for a large number of treatments (Q1781507) (← links)
• A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
• GMM inference when the number of moment conditions in large (Q1808550) (← links)
• Weak convergence of the empirical process of residuals in linear models with many parameters (Q1848882) (← links)
• Optimal prediction for linear regression with infinitely many parameters. (Q1867192) (← links)
• Empirical process of residuals for high-dimensional linear models (Q1922408) (← links)
• Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent (Q2023728) (← links)
• Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions (Q2039788) (← links)
• The \(k\)th power expectile regression (Q2046477) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• Distributed adaptive Huber regression (Q2076119) (← links)
• Asymptotic normality of robust \(M\)-estimators with convex penalty (Q2106774) (← links)
• The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance (Q2137045) (← links)
• Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)