Pages that link to "Item:Q1952206"

The following pages link to The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206):

Displayed 37 items.

• Regularized estimation in sparse high-dimensional time series models (Q127754) ‎ (← links)
• Orthogonal one step greedy procedure for heteroscedastic linear models (Q254223) ‎ (← links)
• Best subset selection via a modern optimization lens (Q282479) ‎ (← links)
• Thresholding least-squares inference in high-dimensional regression models (Q309566) ‎ (← links)
• \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs (Q355087) ‎ (← links)
• Statistical significance in high-dimensional linear models (Q373525) ‎ (← links)
• CAM: causal additive models, high-dimensional order search and penalized regression (Q482906) ‎ (← links)
• Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) ‎ (← links)
• Endogenous treatment effect estimation using high-dimensional instruments and double selection (Q826717) ‎ (← links)
• Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) ‎ (← links)
• Monotone splines Lasso (Q1623607) ‎ (← links)
• High-dimensional simultaneous inference with the bootstrap (Q1694480) ‎ (← links)
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) ‎ (← links)
• High-dimensional variable selection via low-dimensional adaptive learning (Q2044323) ‎ (← links)
• Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) ‎ (← links)
• Rejoinder on: ``Hierarchical inference for genome-wide association studies: a view on methodology with software'' (Q2184393) ‎ (← links)
• A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. (Q2225318) ‎ (← links)
• High-dimensional variable screening and bias in subsequent inference, with an empirical comparison (Q2259726) ‎ (← links)
• Lasso and probabilistic inequalities for multivariate point processes (Q2345116) ‎ (← links)
• Preconditioning the Lasso for sign consistency (Q2346526) ‎ (← links)
• D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) ‎ (← links)
• Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760) ‎ (← links)
• An<i>ℓ</i><sub>1</sub>-oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models (Q2786498) ‎ (← links)
• Estimation for High-Dimensional Linear Mixed-Effects Models Using ℓ1-Penalization (Q2911662) ‎ (← links)
• (Q4998948) ‎ (← links)
• Variable Selection With Second-Generation <i>P</i>-Values (Q5050808) ‎ (← links)
• Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles (Q5066436) ‎ (← links)
• Robust recovery of signals with partially known support information using weighted BPDN (Q5132234) ‎ (← links)
• Quasi-likelihood and/or robust estimation in high dimensions (Q5965304) ‎ (← links)
• Discussion of: ``Grouping strategies and thresholding for high dimension linear models'' (Q5965590) ‎ (← links)
• A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates (Q6067162) ‎ (← links)
• A Unified Framework for Change Point Detection in High-Dimensional Linear Models (Q6069892) ‎ (← links)
• Weak Signal Identification and Inference in Penalized Likelihood Models for Categorical Responses (Q6086164) ‎ (← links)
• Testing stochastic dominance with many conditioning variables (Q6108264) ‎ (← links)
• A power analysis for Model-X knockoffs with \(\ell_p\)-regularized statistics (Q6136579) ‎ (← links)
• Positive-definite thresholding estimators of covariance matrices with zeros (Q6168115) ‎ (← links)
• An integrated surrogate model constructing method: annealing combinable Gaussian process (Q6188162) ‎ (← links)