Pages that link to "Item:Q1069594"
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The following pages link to Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency (Q1069594):
Displaying 50 items.
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation (Q139626) (← links)
- Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
- Tobit regression model with parameters of increasing dimensions (Q342736) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
- Asymptotics of hierarchical clustering for growing dimension (Q392113) (← links)
- Asymptotic expansion of the posterior density in high dimensional generalized linear models (Q406525) (← links)
- On the border of extreme and mild spiked models in the HDLSS framework (Q413760) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
- Critical dimension in profile semiparametric estimation (Q489169) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Specification tests in mixed effects models (Q538100) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- A central limit theorem applicable to robust regression estimators (Q580843) (← links)
- Variable selection and regression analysis for graph-structured covariates with an application to genomics (Q614169) (← links)
- Random graphs with a given degree sequence (Q640061) (← links)
- On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
- Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
- On asymptotics of t-type regression estimation in multiple linear model (Q813812) (← links)
- M-estimation in high-dimensional linear model (Q824747) (← links)
- Estimating robot strengths with application to selection of alliance members in FIRST robotics competitions (Q830078) (← links)
- Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint (Q869974) (← links)
- A general asymptotic theory of \(M\)-estimators. II (Q876770) (← links)
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
- Independent rule in classification of multivariate binary data (Q1036789) (← links)
- Consistency and asymptotic normality of the minimum logit chi-squared estimator when the number of design points is large (Q1070694) (← links)
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation (Q1081230) (← links)
- Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters (Q1088338) (← links)
- Asymptotics with increasing dimension for robust regression with applications to the bootstrap (Q1121613) (← links)
- Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
- Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case (Q1340291) (← links)
- A theorem on uniform convergence of stochastic functions with applications (Q1365552) (← links)
- Asymptotics and the theory of inference (Q1430906) (← links)
- Asymptotics when the number of parameters tends to infinity in the Bradley-Terry model for paired comparisons (Q1568310) (← links)
- On parameters of increasing dimensions (Q1570293) (← links)
- Some contributions to M-estimation in linear models (Q1579995) (← links)
- Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity. (Q1582629) (← links)
- Conditional inference about generalized linear mixed models (Q1583897) (← links)
- On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example (Q1624811) (← links)
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
- Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) (← links)
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension (Q1680193) (← links)
- Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
- Modified SCAD penalty for constrained variable selection problems (Q1731229) (← links)
- Residual bootstrap tests in linear models with many regressors (Q1739866) (← links)
- Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
- Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates (Q1757687) (← links)
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization (Q1763096) (← links)
- Rank procedures for a large number of treatments (Q1781507) (← links)
