Pages that link to "Item:Q1848830"

The following pages link to Asymptotics for Lasso-type estimators. (Q1848830):

Displaying 50 items.

• Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings (Q2032224) (← links)
• A unified primal dual active set algorithm for nonconvex sparse recovery (Q2038299) (← links)
• Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions (Q2039788) (← links)
• Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
• Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals (Q2062391) (← links)
• Bootstrapping multiple linear regression after variable selection (Q2066517) (← links)
• Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models (Q2069598) (← links)
• The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
• Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
• Smoothly adaptively centered ridge estimator (Q2078549) (← links)
• Sparse parameter identification of stochastic dynamical systems (Q2082775) (← links)
• Penalized robust estimators in sparse logistic regression (Q2084709) (← links)
• Visualization and assessment of model selection uncertainty (Q2101381) (← links)
• On skewed Gaussian graphical models (Q2111068) (← links)
• Constrained estimation using penalization and MCMC (Q2116360) (← links)
• Robust estimation of semiparametric transformation model for panel count data (Q2121176) (← links)
• A new double-regularized regression using Liu and Lasso regularization (Q2135849) (← links)
• Objective Bayesian edge screening and structure selection for Ising networks (Q2141635) (← links)
• The law of iterated logarithm for the estimations of diffusion-type processes (Q2144039) (← links)
• Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
• Random weighting in LASSO regression (Q2154956) (← links)
• On LASSO for predictive regression (Q2155298) (← links)
• Robust change point detection method via adaptive LAD-Lasso (Q2175643) (← links)
• Removing the singularity of a penalty via thresholding function matching (Q2178181) (← links)
• On the distribution, model selection properties and uniqueness of the Lasso estimator in low and high dimensions (Q2180053) (← links)
• The moderate deviation principle for minimizers of convex processes (Q2190013) (← links)
• Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
• Debiasing the debiased Lasso with bootstrap (Q2192302) (← links)
• Which bridge estimator is the best for variable selection? (Q2215760) (← links)
• A generalized bridge regression in fuzzy environment and its numerical solution by a capable recurrent neural network (Q2225568) (← links)
• Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
• Lasso with long memory regression errors (Q2250693) (← links)
• High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
• Iterative reweighted noninteger norm regularizing SVM for gene expression data classification (Q2262318) (← links)
• The discovery of mean square error consistency of a ridge estimator (Q2267611) (← links)
• On a monotone scheme for nonconvex nonsmooth optimization with applications to fracture mechanics (Q2275329) (← links)
• Bridge regression: adaptivity and group selection (Q2276183) (← links)
• Bayesian bridge-randomized penalized quantile regression (Q2291307) (← links)
• Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
• AIC for the group Lasso in generalized linear models (Q2303501) (← links)
• Asymptotic theory of the adaptive sparse group Lasso (Q2304247) (← links)
• Ridge-type pretest and shrinkage estimations in partially linear models (Q2306898) (← links)
• Perturbation bootstrap in adaptive Lasso (Q2313280) (← links)
• Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects (Q2316730) (← links)
• Bootstrapping Lasso-type estimators in regression models (Q2317244) (← links)
• Un-diversifying during crises: is it a good idea? (Q2320465) (← links)
• A note on rank reduction in sparse multivariate regression (Q2323156) (← links)
• Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation (Q2325349) (← links)
• Frequentist model averaging in structural equation modelling (Q2331145) (← links)