Pages that link to "Item:Q1848830"
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The following pages link to Asymptotics for Lasso-type estimators. (Q1848830):
Displaying 50 items.
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Penalized likelihood regression for generalized linear models with non-quadratic penalties (Q261840) (← links)
- Bayesian variable selection and estimation for group Lasso (Q273646) (← links)
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Bayesian regularized regression based on composite quantile method (Q287904) (← links)
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- Exact post-selection inference, with application to the Lasso (Q292865) (← links)
- Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
- Nearly-singular design in GMM and generalized empirical likelihood estimators (Q295412) (← links)
- The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- Adaptive bridge estimation for high-dimensional regression models (Q330138) (← links)
- Strong consistency of Lasso estimators (Q354203) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
- Group selection in high-dimensional partially linear additive models (Q424816) (← links)
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Oracle properties of SCAD-penalized support vector machine (Q433741) (← links)
- LASSO and shrinkage estimation in Weibull censored regression models (Q434515) (← links)
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso (Q439175) (← links)
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- On latent process models in multi-dimensional space (Q449379) (← links)
- Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
- Quadratic approximation on SCAD penalized estimation (Q452598) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
- Does modeling lead to more accurate classification? A study of relative efficiency in linear classification (Q476236) (← links)
- SICA for Cox's proportional hazards model with a diverging number of parameters (Q477528) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- Shrinkage estimation of the linear model with spatial interaction (Q506575) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← links)
- Subset selection for vector autoregressive processes via adaptive Lasso (Q613145) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
- Variable selection in a class of single-index models (Q652608) (← links)
