The following pages link to Bühlmann Peter (Q6482962):
Displaying 1 item.
- (Q80803) (redirect page) (← links)
- mboost (Q19367) (← links)
- (Q61078) (redirect page) (← links)
- Group Inference in High Dimensions with Applications to Hierarchical Testing (Q66200) (← links)
- Missing values: sparse inverse covariance estimation and an extension to sparse regression (Q80804) (← links)
- Nadja Klein (Q80821) (← links)
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm (Q96604) (← links)
- Stabilizing Variable Selection and Regression (Q104197) (← 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)
- Causal inference using invariant prediction: identification and confidence intervals (Q153568) (← links)
- Discussion of big Bayes stories and BayesBag (Q254383) (← links)
- Geometry of the faithfulness assumption in causal inference (Q355081) (← links)
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs (Q355087) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- Boosting algorithms: regularization, prediction and model fitting (Q449780) (← links)
- Rejoinder: Boosting algorithms: regularization, prediction and model fitting (Q449785) (← links)
- Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence (Q450006) (← links)
- CAM: causal additive models, high-dimensional order search and penalized regression (Q482906) (← links)
- Hypersurfaces and their singularities in partial correlation testing (Q486682) (← links)
- High-dimensional inference in misspecified linear models (Q491406) (← links)
- Panel: Challenges for mathematicians (Q502066) (← links)
- Statistics for high-dimensional data. Methods, theory and applications. (Q532983) (← links)
- Remembrance of Leo Breiman (Q542915) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Rejoinder to the comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619145) (← links)
- Marginal integration for nonparametric causal inference (Q908271) (← links)
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q939651) (← links)
- Robustified \(L_2\) boosting (Q1023674) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- Estimating high-dimensional intervention effects from observational data (Q1043733) (← links)
- Efficient and adaptive post-model-selection estimators (Q1298924) (← links)
- A new mixing notion and functional central limit theorems for a sieve bootstrap in time series (Q1301750) (← links)
- Blockwise bootstrapped empirical process for stationary sequences (Q1339704) (← links)
- Sieve bootstrap for time series (Q1363399) (← links)
- Closure of linear processes (Q1368997) (← links)
- Model selection for variable length Markov chains and tuning the context algorithm (Q1585889) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- Statistics for big data: a perspective (Q1642374) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap'' (Q1694482) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables (Q1800084) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Analyzing bagging (Q1848962) (← links)
- An algorithm for nonparametric GARCH modelling. (Q1852883) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Finding predictive gene groups from microarray data (Q1876985) (← links)
- The blockwise bootstrap for general empirical processes of stationary sequences (Q1899268) (← links)
- Moving-average representation of autoregressive approximations (Q1910902) (← links)
- High dimensional sparse covariance estimation via directed acyclic graphs (Q1952020) (← links)
- On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- Variable length Markov chains (Q1970475) (← links)
- From data to stochastic models (Q1976343) (← links)
- Causal inference in partially linear structural equation models (Q1991682) (← links)
- Multicarving for high-dimensional post-selection inference (Q2044355) (← links)
- Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020) (Q2131954) (← links)
- Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
- Distributional anchor regression (Q2152546) (← links)
- Hierarchical inference for genome-wide association studies: a view on methodology with software (Q2184390) (← links)
- Rejoinder on: ``Hierarchical inference for genome-wide association studies: a view on methodology with software'' (Q2184393) (← links)
- Invariance, causality and robustness (Q2218071) (← links)
- Rejoinder: Invariance, causality and robustness (Q2218074) (← 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)
- Discussion: ``A significance test for the lasso'' (Q2249838) (← links)
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison (Q2259726) (← links)
- Comments on ``Data science, big data and statistics'' (Q2273156) (← links)
- High-dimensional statistics, with applications to genome-wide association studies (Q2363092) (← links)
- Causal statistical inference in high dimensions (Q2392815) (← links)
- Causal Dantzig: fast inference in linear structural equation models with hidden variables under additive interventions (Q2414102) (← links)
- Smoothing \(\ell_1\)-penalized estimators for high-dimensional time-course data (Q2426819) (← links)
- Two optimal strategies for active learning of causal models from interventional data (Q2440180) (← links)
- Boosting for high-dimensional linear models (Q2497175) (← links)
- High-dimensional graphs and variable selection with the Lasso (Q2500458) (← links)
- Maximin effects in inhomogeneous large-scale data (Q2515497) (← links)
- Double-estimation-friendly inference for high-dimensional misspecified models (Q2684689) (← links)
- Tree-structured Generalized Autoregressive Conditional Heteroscedastic Models (Q2773205) (← links)
- Decomposition and Model Selection for Large Contingency Tables (Q2786169) (← links)
- (Q2896130) (← links)
- Estimation for High-Dimensional Linear Mixed-Effects Models Using ℓ1-Penalization (Q2911662) (← links)
- Splines for Financial Volatility (Q2920261) (← links)
- (Q2934070) (← links)
- High-dimensional learning of linear causal networks via inverse covariance estimation (Q2934130) (← links)
- Some Themes in High-Dimensional Statistics (Q2956738) (← links)
- Confidence Intervals for Maximin Effects in Inhomogeneous Large-Scale Data (Q2956753) (← links)
- <i>p</i>-Values for High-Dimensional Regression (Q3069897) (← links)
- (Q3093379) (← links)
- (Q3174091) (← links)
- Survival ensembles (Q3434150) (← links)
- Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures (Q3545411) (← links)
- The Group Lasso for Logistic Regression (Q3631444) (← links)
- Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series (Q4468398) (← links)
- Boosting With the<i>L</i><sub>2</sub>Loss (Q4468450) (← links)
- Kernel-Based Tests for Joint Independence (Q4603812) (← links)
- Goodness-of-Fit Tests for High Dimensional Linear Models (Q4603816) (← links)
- Stability Selection (Q4632639) (← links)
- Most Likely Transformations (Q4637094) (← links)
- (Q4834283) (← links)
- LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION (Q4892825) (← links)
- Dynamic adaptive partitioning for nonlinear time series (Q4935358) (← links)
- (Q5053287) (← links)
- Change-Point Detection for Graphical Models in the Presence of Missing Values (Q5066463) (← links)
- Goodness-of-fit Testing in High Dimensional Generalized Linear Models (Q5087155) (← links)
- Anchor Regression: Heterogeneous Data Meet Causality (Q5087398) (← links)
- INVARIANCE IN HETEROGENEOUS, LARGE-SCALE AND HIGH-DIMENSIONAL DATA (Q5122135) (← links)
- (Q5149025) (← links)
- (Q5214240) (← links)
- Invariant Causal Prediction for Sequential Data (Q5242474) (← links)
- Partial Least Squares for Heterogeneous Data (Q5278351) (← links)
- (Q5310577) (← links)
- Jointly Interventional and Observational Data: Estimation of Interventional Markov Equivalence Classes of Directed Acyclic Graphs (Q5379910) (← links)
- Structural Intervention Distance for Evaluating Causal Graphs (Q5380224) (← links)
- High-dimensional covariance estimation based on Gaussian graphical models (Q5396716) (← links)
- Characterization and Greedy Learning of Interventional Markov Equivalence Classes of Directed Acyclic Graphs (Q5405195) (← links)
- Identifiability of Gaussian structural equation models with equal error variances (Q5410323) (← links)
- Low-Order Conditional Independence Graphs for Inferring Genetic Networks (Q5442966) (← links)
- (Q5488710) (← links)
- What is a linear process? (Q5690791) (← links)
- Score-based causal learning in additive noise models (Q5739677) (← links)
- Conditional Transformation Models (Q5743260) (← links)
- Seeded binary segmentation: a general methodology for fast and optimal changepoint detection (Q5879532) (← links)
- Comment (Q5894470) (← links)
- Rejoinder (Q5965588) (← links)
- Discussion on boosting papers. (Q5970579) (← links)
- Discussion of: Treelets -- an adaptive multi-scale basis for sparse unordered data (Q5970953) (← links)
- Comments on: ``A random forest guided tour'' (Q5972095) (← links)
- Deconfounding and Causal Regularisation for Stability and External Validity (Q6089479) (← links)
- Distributionally robust and generalizable inference (Q6145146) (← links)
- Ancestor regression in linear structural equation models (Q6148685) (← links)
- Correction to: ‘Ancestor regression in linear structural equation models’ (Q6191106) (← links)
- Goodness-of-fit testing in high-dimensional generalized linear models (Q6323461) (← links)
