Pages that link to "Item:Q2429925"

The following pages link to \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925):

Displayed 50 items.

• Testing Endogeneity with High Dimensional Covariates (Q84409) ‎ (← links)
• Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) ‎ (← links)
• A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) ‎ (← links)
• Greedy algorithms for prediction (Q265302) ‎ (← links)
• Quantile regression for single-index-coefficient regression models (Q273760) ‎ (← links)
• TENET: tail-event driven network risk (Q281059) ‎ (← links)
• Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) ‎ (← links)
• Inference for single-index quantile regression models with profile optimization (Q292887) ‎ (← links)
• Econometric estimation with high-dimensional moment equalities (Q311648) ‎ (← links)
• Graphical models via joint quantile regression with component selection (Q321929) ‎ (← links)
• Revisiting compressed sensing: exploiting the efficiency of simplex and sparsification methods (Q340007) ‎ (← links)
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) ‎ (← links)
• The \(L_1\) penalized LAD estimator for high dimensional linear regression (Q391806) ‎ (← links)
• Variable selection in high-dimensional quantile varying coefficient models (Q391871) ‎ (← links)
• Bootstrap confidence bands and partial linear quantile regression (Q413777) ‎ (← links)
• Shrinkage estimation for linear regression with ARMA errors (Q419339) ‎ (← links)
• Model selection in binary and Tobit quantile regression using the Gibbs sampler (Q433242) ‎ (← links)
• Quantile regression with \(\ell_1\)-regularization and Gaussian kernels (Q457695) ‎ (← links)
• Censored quantile regression processes under dependence and penalization (Q471971) ‎ (← links)
• SCAD penalized rank regression with a diverging number of parameters (Q476249) ‎ (← links)
• On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) ‎ (← links)
• Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) ‎ (← links)
• Robust inference on average treatment effects with possibly more covariates than observations (Q496134) ‎ (← links)
• Penalized least squares estimation with weakly dependent data (Q525888) ‎ (← links)
• Shrinkage estimation of varying covariate effects based on quantile regression (Q746335) ‎ (← links)
• Penalized regression across multiple quantiles under random censoring (Q746873) ‎ (← links)
• On cross-validated Lasso in high dimensions (Q820794) ‎ (← links)
• Lasso-driven inference in time and space (Q820826) ‎ (← links)
• The main contributions of robust statistics to statistical science and a new challenge (Q824961) ‎ (← links)
• Globally adaptive quantile regression with ultra-high dimensional data (Q888510) ‎ (← links)
• Robust direction identification and variable selection in high dimensional general single-index models (Q892888) ‎ (← links)
• Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968) ‎ (← links)
• Penalized quantile regression for dynamic panel data (Q989274) ‎ (← links)
• Interquantile shrinkage and variable selection in quantile regression (Q1615197) ‎ (← links)
• LOL selection in high dimension (Q1621355) ‎ (← links)
• Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) ‎ (← links)
• Variable selection in censored quantile regression with high dimensional data (Q1635848) ‎ (← links)
• Robust shrinkage estimation and selection for functional multiple linear model through LAD loss (Q1659013) ‎ (← links)
• Quantile regression for additive coefficient models in high dimensions (Q1686242) ‎ (← links)
• A coordinate descent algorithm for computing penalized smooth quantile regression (Q1703802) ‎ (← links)
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) ‎ (← links)
• Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) ‎ (← links)
• High dimensional censored quantile regression (Q1747740) ‎ (← links)
• Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) ‎ (← links)
• Iterative reweighted methods for \(\ell _1-\ell _p\) minimization (Q1753073) ‎ (← links)
• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) ‎ (← links)
• Asset allocation strategies based on penalized quantile regression (Q1789637) ‎ (← links)
• Introduction to double robust methods for incomplete data (Q1799345) ‎ (← links)
• Significance testing in quantile regression (Q1951105) ‎ (← links)
• Sparsity considerations for dependent variables (Q1952207) ‎ (← links)