Pages that link to "Item:Q290948"
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The following pages link to Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948):
Displaying 11 items.
- The Risk of James–Stein and Lasso Shrinkage (Q5864507) (← links)
- Lassoing the Determinants of Retirement (Q5864511) (← links)
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)
- Comments on: \(\ell_{1}\)-penalization for mixture regression models (Q5966116) (← links)
- A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
- Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data (Q6150502) (← links)
- An averaging estimator for two-step m-estimation in semiparametric models (Q6536817) (← links)
- Confidence intervals for intentionally biased estimators (Q6585634) (← links)
- Inference in Sparsity-Induced Weak Factor Models (Q6586893) (← links)
- Estimation of Sparsity-Induced Weak Factor Models (Q6586902) (← links)
- Information criteria for model selection (Q6602021) (← links)
