Pages that link to "Item:Q1340291"

The following pages link to Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case (Q1340291):

Displaying 23 items.

• Tobit regression model with parameters of increasing dimensions (Q342736) (← links)
• Weighted composite quantile estimation and variable selection method for censored regression model (Q419199) (← links)
• M-estimation in high-dimensional linear model (Q824747) (← links)
• Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates (Q830480) (← links)
• On parameters of increasing dimensions (Q1570293) (← links)
• Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates (Q1757687) (← links)
• Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
• The \(k\)th power expectile regression (Q2046477) (← links)
• Asymptotics for M-type smoothing splines with non-smooth objective functions (Q2161018) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• GEE analysis of clustered binary data with diverging number of covariates (Q2429935) (← links)
• Robust estimation for partially linear models with large-dimensional covariates (Q2441137) (← links)
• Analysis of GEE with a mixture working correlation matrix for diverging number of covariates (Q3390583) (← links)
• Model averaging for M-estimation (Q4559360) (← links)
• A relative error-based estimation with an increasing number of parameters (Q4638695) (← links)
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (Q4916453) (← links)
• Partially linear additive quantile regression in ultra-high dimension (Q5963523) (← links)
• Jackknife model averaging for high‐dimensional quantile regression (Q6056143) (← links)
• Robust optimal estimation of location from discretely sampled functional data (Q6073410) (← links)
• Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net (Q6131033) (← links)
• Incorporating Graphical Structure of Predictors in Sparse Quantile Regression (Q6617798) (← links)
• ADMM for High-Dimensional Sparse Penalized Quantile Regression (Q6622436) (← links)