Pages that link to "Item:Q1706454"

The following pages link to Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454):

Displaying 14 items.

• Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
• Uniformly valid confidence sets based on the Lasso (Q1753143) (← links)
• The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
• Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
• High-dimensional VARs with common factors (Q2688656) (← links)
• UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498) (← links)
• An upper bound for functions of estimators in high dimensions (Q5861046) (← links)
• High-dimensional penalized arch processes (Q5861049) (← links)
• Generalized linear models with structured sparsity estimators (Q6054394) (← links)
• Automatic bias correction for testing in high‐dimensional linear models (Q6068053) (← links)
• POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA (Q6098442) (← links)
• Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)
• Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
• Individual Data Protected Integrative Regression Analysis of High-Dimensional Heterogeneous Data (Q6110723) (← links)