Pages that link to "Item:Q1069594"
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The following pages link to Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency (Q1069594):
Displaying 10 items.
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares (Q6110712) (← links)
- Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net (Q6131033) (← links)
- Asymptotic properties of GEE with diverging dimension of covariates (Q6133491) (← links)
- STATISTICAL INFERENCE WITH <i>F</i>-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA (Q6145544) (← links)
- Dimension-agnostic inference using cross U-statistics (Q6178581) (← links)
- High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior (Q6189155) (← links)
- Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model (Q6541110) (← links)
- Analyzing risk factors for post-acute recovery in older adults with Alzheimer's disease and related dementia: a new semi-parametric model for large-scale medicare claims (Q6630343) (← links)
- Robust singular value decomposition with application to video surveillance background modelling (Q6643209) (← links)
