Pages that link to "Item:Q1069594"

The following pages link to Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency (Q1069594):

Displaying 50 items.

• GMM inference when the number of moment conditions in large (Q1808550) (← links)
• Weak convergence of the empirical process of residuals in linear models with many parameters (Q1848882) (← links)
• Goodness-of-fit tests for mixed model diagnostics. (Q1848901) (← links)
• Optimal prediction for linear regression with infinitely many parameters. (Q1867192) (← links)
• Empirical process of residuals for high-dimensional linear models (Q1922408) (← links)
• The bias and skewness of \(M\)-estimators in regression (Q1952039) (← links)
• Adaptive group Lasso for high-dimensional generalized linear models (Q2010806) (← links)
• Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
• Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent (Q2023728) (← links)
• Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions (Q2039788) (← links)
• A statistical learning assessment of Huber regression (Q2054280) (← links)
• Asymptotic efficiency of the calibration estimator in a high-dimensional data setting (Q2059439) (← links)
• A computationally efficient approach to estimating species richness and rarefaction curve (Q2095722) (← links)
• The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance (Q2137045) (← links)
• Consistency of MLE, LSE and M-estimation under mild conditions (Q2175648) (← links)
• Sparse and efficient estimation for partial spline models with increasing dimension (Q2255168) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• On rank estimators in increasing dimensions (Q2294449) (← links)
• Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
• Inference on higher-order spatial autoregressive models with increasingly many parameters (Q2346013) (← links)
• Jackknife model averaging for quantile regressions (Q2354857) (← links)
• Asymptotic inference for high-dimensional data (Q2380091) (← links)
• Persistence of plug-in rule in classification of high dimensional multivariate binary data (Q2382893) (← links)
• On the adaptive elastic net with a diverging number of parameters (Q2388979) (← links)
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models (Q2426616) (← links)
• GEE analysis of clustered binary data with diverging number of covariates (Q2429935) (← links)
• Empirical likelihood test for high dimensional linear models (Q2452783) (← links)
• Nonparametric methods in multivariate factorial designs for large number of factor levels (Q2475742) (← links)
• Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models (Q2516626) (← links)
• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• Averaging of an increasing number of moment condition estimators (Q2786680) (← links)
• Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
• The Adaptive Gril Estimator with a Diverging Number of Parameters (Q2859305) (← links)
• Nonparametric empirical Bayes estimator in simultaneous estimation of Poisson means with application to mass spectrometry data (Q2892925) (← links)
• On robust regression with high-dimensional predictors (Q2962135) (← links)
• Robust analysis of variance for a randomized block design (Q3135680) (← links)
• Rank tests in heteroscedastic multi-way HANOVA (Q3391784) (← links)
• SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (Q3462376) (← links)
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point (Q3803994) (← links)
• Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
• Estimating False Discovery Proportion Under Arbitrary Covariance Dependence (Q4648544) (← links)
• Rank tests for anova with large number of factor levels (Q4831093) (← links)
• (Q5381132) (← links)
• Comment (Q5406353) (← links)
• A Unifying Tutorial on Approximate Message Passing (Q5863992) (← links)
• Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes (Q5875307) (← links)
• COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS (Q5880806) (← links)
• Asymptotic distribution of regression M-estimators (Q5945257) (← links)
• Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
• Debiased lasso for generalized linear models with a diverging number of covariates (Q6079870) (← links)