Pages that link to "Item:Q1848830"
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The following pages link to Asymptotics for Lasso-type estimators. (Q1848830):
Displaying 50 items.
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Q5697622) (← links)
- Penalty Methods for a Class of Non-Lipschitz Optimization Problems (Q5741071) (← links)
- Bootstrap inference for penalized GMM estimators with oracle properties (Q5861002) (← links)
- Mixed Lasso estimator for stochastic restricted regression models (Q5861222) (← links)
- Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models (Q5864506) (← links)
- The Penalized Analytic Center Estimator (Q5864508) (← links)
- Moderate deviations for quantile regression processes (Q5866036) (← links)
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)
- Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications (Q5888374) (← links)
- Consistent parameter estimation for Lasso and approximate message passing (Q5916043) (← links)
- On the grouped selection and model complexity of the adaptive elastic net (Q5917858) (← links)
- A general theory of concave regularization for high-dimensional sparse estimation problems (Q5965310) (← links)
- Editors' introduction (Q5965815) (← links)
- On the grouped selection and model complexity of the adaptive elastic net (Q5970617) (← links)
- Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression (Q6044635) (← links)
- Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints (Q6051303) (← links)
- What is the effective sample size of a spatial point process? (Q6051621) (← links)
- Functional Group Bridge for Simultaneous Regression and Support Estimation (Q6055875) (← links)
- Weighted Bayesian bootstrap for scalable posterior distributions (Q6059510) (← links)
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection (Q6066203) (← links)
- (Q6073208) (← links)
- Regularization in dynamic random‐intercepts models for analysis of longitudinal data (Q6073414) (← links)
- Sparse concordance‐based ordinal classification (Q6073435) (← links)
- Global debiased DC estimations for biased estimators via pro forma regression (Q6075574) (← links)
- A weak‐signal‐assisted procedure for variable selection and statistical inference with an informative subsample (Q6076512) (← links)
- Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables (Q6080821) (← links)
- Automatic selection by penalized asymmetric <i> L <sub>q</sub> </i> -norm in a high-dimensional model with grouped variables (Q6083206) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression (Q6091721) (← links)
- Bootstrapping some GLM and survival regression variable selection estimators (Q6106216) (← links)
- Controlling False Discovery Rate Using Gaussian Mirrors (Q6107203) (← links)
- Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs (Q6107866) (← links)
- Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
- Tuning parameter selection for penalized estimation via \(R^2\) (Q6115527) (← links)
- Debiased Lasso for stratified Cox models with application to the national kidney transplant data (Q6138663) (← links)
- Factor-augmented Model for Functional Data (Q6144617) (← links)
- Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data (Q6150502) (← links)
- Distributed adaptive lasso penalized generalized linear models for big data (Q6171897) (← links)
- Variable selection and regularization via arbitrary rectangle-range generalized elastic net (Q6172932) (← links)
- Proximal gradient method with extrapolation and line search for a class of non-convex and non-smooth problems (Q6182324) (← links)
- Asymptotics of K-fold cross validation (Q6535409) (← links)
- Piecewise exponential models with time-varying effects: estimating mortality after listing for solid organ transplant (Q6541547) (← links)
- A constrained minimum method for model selection (Q6541800) (← links)
- Expectile and M-quantile regression for panel data (Q6547770) (← links)
- A unified framework of analyzing missing data and variable selection using regularized likelihood (Q6561261) (← links)
- A two-stage bridge estimator for regression models with endogeneity based on control function method (Q6567450) (← links)
- Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization (Q6567884) (← links)
- A few theoretical results for Laplace and arctan penalized ordinary least squares linear regression estimators (Q6573041) (← links)
- Regularized distributionally robust optimization with application to the index tracking problem (Q6573374) (← links)
