Pages that link to "Item:Q842925"
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The following pages link to On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925):
Displaying 15 items.
- Hard thresholding regression (Q4629285) (← links)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- (Q4969262) (← links)
- Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures (Q5036647) (← links)
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
- A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models (Q5280362) (← links)
- Asymptotic oracle properties of SCAD-penalized least squares estimators (Q5324537) (← links)
- Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models (Q5864506) (← links)
- The Risk of James–Stein and Lasso Shrinkage (Q5864507) (← links)
- Oracle estimation of parametric transformation models (Q5965319) (← links)
- Uniformly valid inference based on the Lasso in linear mixed models (Q6074746) (← links)
- Bootstrap inference for a class of non-regular estimators (Q6103235) (← links)
- On consistency for time series model selection (Q6166021) (← links)
- Estimation of \(l_0\) norm penalized models: a statistical treatment (Q6554254) (← links)
- Inference in Sparsity-Induced Weak Factor Models (Q6586893) (← links)
