The following pages link to Bootstrapping Lasso Estimators (Q3095180):
Displaying 24 items.
- Bayesian bootstrap adaptive lasso estimators of regression models (Q5065281) (← 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)
- Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization (Q5084434) (← links)
- Review of Bayesian selection methods for categorical predictors using JAGS (Q5093004) (← links)
- A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models (Q5134479) (← links)
- Bootstrap-based penalty choice for the LASSO, achieving oracle performance (Q5323623) (← links)
- Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
- Regularisation Parameter Selection Via Bootstrapping (Q5361202) (← links)
- THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
- Bootstrap inference for penalized GMM estimators with oracle properties (Q5861002) (← links)
- Comments on: ``High-dimensional simultaneous inference with the bootstrap'' (Q5970266) (← links)
- Comments on: ``High-dimensional simultaneous inference with the bootstrap'' (Q5970267) (← links)
- A sequential modeling approach for predicting clinical outcomes with repeated measures (Q6096206) (← links)
- Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359) (← links)
- Inference for sparse linear regression based on the leave-one-covariate-out solution path (Q6164734) (← links)
- Massive Parallelization of Massive Sample-Size Survival Analysis (Q6552555) (← links)
- Determining seasonal unit roots with bridge estimator: Monte Carlo evidence and an application to convergence hypothesis (Q6579742) (← links)
- Variable selection in the presence of missing data: imputation-based methods (Q6607056) (← links)
- One-step regularized estimator for high-dimensional regression models (Q6621326) (← links)
- Comparing methods for estimating patient-specific treatment effects in individual patient data meta-analysis (Q6627686) (← links)
- Bayesian Generalized Sparse Symmetric Tensor-on-Vector Regression (Q6631875) (← links)
- Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity (Q6635567) (← links)
- Bootstrap Inference in the Presence of Bias (Q6651396) (← links)
