The following pages link to covTest (Q30959):
Displaying 43 items.
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
- Selective inference via marginal screening for high dimensional classification (Q2303502) (← links)
- High-dimensional confounding adjustment using continuous Spike and Slab priors (Q2316985) (← links)
- PLS for Big Data: a unified parallel algorithm for regularised group PLS (Q2323935) (← links)
- A knockoff filter for high-dimensional selective inference (Q2328050) (← links)
- Linear hypothesis testing for high dimensional generalized linear models (Q2328055) (← links)
- Panel data quantile regression with grouped fixed effects (Q2330747) (← links)
- On the impact of model selection on predictor identification and parameter inference (Q2358941) (← links)
- Regularization techniques in joinpoint regression (Q2374428) (← links)
- Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors (Q2407765) (← links)
- Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
- Predictor ranking and false discovery proportion control in high-dimensional regression (Q2418511) (← links)
- A nonparametric sequential learning procedure for estimating the pure premium (Q2677928) (← links)
- Nearly optimal Bayesian shrinkage for high-dimensional regression (Q2683046) (← links)
- Graphical models via univariate exponential family distributions (Q2788428) (← links)
- OR forum: An algorithmic approach to linear regression (Q2806052) (← links)
- Statistical proof? The problem of irreproducibility (Q4598014) (← links)
- Goodness-of-Fit Tests for High Dimensional Linear Models (Q4603816) (← links)
- A simulation based method for assessing the statistical significance of logistic regression models after common variable selection procedures (Q4607377) (← links)
- (Q4614089) (← links)
- Penalized likelihood and multiple testing (Q4626707) (← links)
- A penalized approach to covariate selection through quantile regression coefficient models (Q4971512) (← links)
- (Q5004058) (← links)
- Valid Model-Free Prediction of Future Insurance Claims (Q5027903) (← links)
- An additive Cox model for coronary heart disease study (Q5035743) (← links)
- Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes (Q5037796) (← links)
- Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
- (Q5053311) (← links)
- Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors (Q5066449) (← links)
- Projection-based Inference for High-dimensional Linear Models (Q5066781) (← links)
- Confidence Intervals for Sparse Penalized Regression With Random Designs (Q5130623) (← links)
- Dealing with big data: comparing dimension reduction and shrinkage regression methods (Q5138553) (← links)
- Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) (← links)
- A Sequential Significance Test for Treatment by Covariate Interactions (Q5155191) (← links)
- Simple expressions of the LASSO and SLOPE estimators in low-dimension (Q5222210) (← links)
- Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE? (Q5231498) (← links)
- A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
- Selection-Corrected Statistical Inference for Region Detection With High-Throughput Assays (Q5242481) (← links)
- Testing Shape Constraints in Lasso Regularized Joinpoint Regression (Q5283083) (← links)
- Bayesian Feature Selection with Strongly Regularizing Priors Maps to the Ising Model (Q5380347) (← links)
- Bootstrap inference for penalized GMM estimators with oracle properties (Q5861002) (← links)
- Markov Neighborhood Regression for High-Dimensional Inference (Q5881128) (← links)
- Consistent parameter estimation for Lasso and approximate message passing (Q5916043) (← links)
