Pages that link to "Item:Q1952207"
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The following pages link to Sparsity considerations for dependent variables (Q1952207):
Displaying 9 items.
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (Q1749984) (← links)
- Matrix factorization for multivariate time series analysis (Q2008611) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Lasso with long memory regression errors (Q2250693) (← links)
- Deviation inequalities for separately Lipschitz functionals of composition of random functions (Q2320152) (← links)
- Bridge Estimation for Linear Regression Models with Mixing Properties (Q2802877) (← links)
- Adaptive lasso for linear regression models with ARMA-GARCH errors (Q4976540) (← links)
- Penalized regression models with autoregressive error terms (Q5218904) (← links)
