Pages that link to "Item:Q4632664"

The following pages link to Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression (Q4632664):

Displaying 50 items.

• The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← 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)
• Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
• Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation (Q525885) (← links)
• Generalized \(k\)-means in GLMs with applications to the outbreak of COVID-19 in the United States (Q830116) (← links)
• Variance estimation for semiparametric regression models by local averaging (Q1616704) (← links)
• Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
• Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
• Distributed testing and estimation under sparse high dimensional models (Q1650081) (← links)
• Asymptotically optimal differenced estimators of error variance in nonparametric regression (Q1658531) (← links)
• Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter (Q1704015) (← links)
• Adaptive estimation of high-dimensional signal-to-noise ratios (Q1750099) (← links)
• Greedy variance estimation for the LASSO (Q2019914) (← links)
• Inference without compatibility: using exponential weighting for inference on a parameter of a linear model (Q2040072) (← links)
• In defense of the indefensible: a very naïve approach to high-dimensional inference (Q2075709) (← links)
• Reproducible learning in large-scale graphical models (Q2078577) (← links)
• Two-sample testing of high-dimensional linear regression coefficients via complementary sketching (Q2105203) (← links)
• Sparse spatio-temporal autoregressions by profiling and bagging (Q2106397) (← links)
• Improved estimators for semi-supervised high-dimensional regression model (Q2106769) (← links)
• RCV-based error density estimation in the ultrahigh dimensional additive model (Q2133638) (← links)
• Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
• Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS (Q2179968) (← links)
• Testing regression coefficients in high-dimensional and sparse settings (Q2244668) (← links)
• Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
• Ultrahigh dimensional precision matrix estimation via refitted cross validation (Q2295804) (← links)
• Error density estimation in high-dimensional sparse linear model (Q2304251) (← links)
• Linear hypothesis testing for high dimensional generalized linear models (Q2328055) (← links)
• Tests for high-dimensional single-index models (Q2681748) (← links)
• Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
• RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs (Q3304859) (← links)
• Debiased Inference on Treatment Effect in a High-Dimensional Model (Q3304865) (← links)
• Error Variance Estimation in Ultrahigh-Dimensional Additive Models (Q4690960) (← links)
• A study on tuning parameter selection for the high-dimensional lasso (Q4960728) (← links)
• Nonsparse Learning with Latent Variables (Q4994162) (← links)
• (Q4999036) (← links)
• Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes (Q5037796) (← links)
• Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction (Q5037808) (← links)
• Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
• Variance-estimation-free test of significant covariates in high-dimensional regression (Q5042192) (← links)
• <i>L</i>₀-Regularized Learning for High-Dimensional Additive Hazards Regression (Q5058017) (← links)
• Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles (Q5066436) (← links)
• Quantification of model bias underlying the phenomenon of Einstein from Noise (Q5072153) (← links)
• Test for high dimensional regression coefficients of partially linear models (Q5077482) (← links)
• Variance estimation for sparse ultra-high dimensional varying coefficient models (Q5078417) (← links)
• Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients (Q5089451) (← links)
• A new nonparametric test for high-dimensional regression coefficients (Q5106825) (← links)
• A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
• Block-Regularized <i>m</i> × <i>2</i> Cross-Validated Estimator of the Generalization Error (Q5380660) (← links)
• Variance estimation based on blocked 3×2 cross-validation in high-dimensional linear regression (Q5861470) (← links)
• Markov Neighborhood Regression for High-Dimensional Inference (Q5881128) (← links)