Pages that link to "Item:Q1952433"
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The following pages link to Least squares after model selection in high-dimensional sparse models (Q1952433):
Displaying 50 items.
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements (Q115461) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
- Variable selection and prediction with incomplete high-dimensional data (Q288607) (← links)
- On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
- Model selection criteria for a linear model to solve discrete ill-posed problems on the basis of singular decomposition and random projection (Q333589) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Additive model selection (Q513754) (← links)
- Beyond support in two-stage variable selection (Q517395) (← links)
- Generalized M-estimators for high-dimensional Tobit I models (Q668611) (← links)
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- Statistical inference in sparse high-dimensional additive models (Q820814) (← links)
- Lasso-driven inference in time and space (Q820826) (← links)
- The effect of regularization in portfolio selection problems (Q828760) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
- Finite mixture regression: a sparse variable selection by model selection for clustering (Q902208) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- Complete subset regressions with large-dimensional sets of predictors (Q1657568) (← links)
- Inference for biased transformation models (Q1658440) (← links)
- Prediction with a flexible finite mixture-of-regressions (Q1727867) (← links)
- Optimal bounds for aggregation of affine estimators (Q1747732) (← links)
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
- Least squares after model selection in high-dimensional sparse models (Q1952433) (← links)
- ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
- Time-dependent Poisson reduced rank models for political text data analysis (Q2008098) (← links)
- Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← links)
- Block-based refitting in \(\ell_{12}\) sparse regularization (Q2031749) (← links)
- Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions (Q2039788) (← links)
- High-dimensional variable selection via low-dimensional adaptive learning (Q2044323) (← links)
- Control variate selection for Monte Carlo integration (Q2058787) (← links)
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals (Q2062391) (← links)
- Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
- In defense of the indefensible: a very naïve approach to high-dimensional inference (Q2075709) (← links)
- Network differential connectivity analysis (Q2080732) (← links)
- A comment on Hansen's risk of James-Stein and Lasso shrinkage (Q2086215) (← links)
- Information criteria bias correction for group selection (Q2093122) (← links)
- Lower and upper bound estimates of inequality of opportunity for emerging economies (Q2125104) (← links)
- Recent advances in statistical methodologies in evaluating program for high-dimensional data (Q2132738) (← links)
- De-biasing the Lasso with degrees-of-freedom adjustment (Q2136990) (← links)
- Random weighting in LASSO regression (Q2154956) (← links)
- Fast rates of minimum error entropy with heavy-tailed noise (Q2168008) (← links)
- Statistical inference for model parameters in stochastic gradient descent (Q2176618) (← links)
- Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
