Pages that link to "Item:Q1081230"

The following pages link to Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation (Q1081230):

Displaying 50 items.

• The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance (Q2137045) (← links)
• Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• Relaxing the assumptions of knockoffs by conditioning (Q2215771) (← 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)
• Persistence of plug-in rule in classification of high dimensional multivariate binary data (Q2382893) (← links)
• Calibration of the empirical likelihood for high-dimensional data (Q2393156) (← links)
• Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← 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)
• Finite sample inference for quantile regression models (Q2630070) (← links)
• Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• Smoothed quantile regression with large-scale inference (Q2682954) (← links)
• Robust analysis of variance for a randomized block design (Q3135680) (← links)
• Adaptive Huber Regression (Q3304852) (← links)
• SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (Q3462376) (← links)
• PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (Q3614900) (← 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)
• A relative error-based estimation with an increasing number of parameters (Q4638695) (← links)
• (Q4998957) (← links)
• Sparse group variable selection based on quantile hierarchical Lasso (Q5128673) (← links)
• Statistical Inference for Average Treatment Effects Estimated by Synthetic Control Methods (Q5146053) (← links)
• (Q5149019) (← 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)
• Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i>₂ (Q6059430) (← links)
• Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates (Q6069485) (← links)
• Debiased lasso for generalized linear models with a diverging number of covariates (Q6079870) (← links)
• 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)
• Robust inference for high‐dimensional single index models (Q6140331) (← links)
• STATISTICAL INFERENCE WITH <i>F</i>-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA (Q6145544) (← links)