Pages that link to "Item:Q2039788"
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The following pages link to Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions (Q2039788):
Displaying 17 items.
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Strong consistency of Lasso estimators (Q354203) (← links)
- On constrained and regularized high-dimensional regression (Q380022) (← links)
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- Model selection consistency of Lasso for empirical data (Q1624086) (← links)
- Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
- Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765) (← links)
- High-dimensional posterior consistency of the Bayesian lasso (Q2832662) (← links)
- Regularizing LASSO: A Consistent Variable Selection Method (Q2950200) (← links)
- Strong Rules for Discarding Predictors in Lasso-Type Problems (Q5743136) (← links)
- A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates (Q6067162) (← links)
- (Q6073210) (← links)
- The EAS approach to variable selection for multivariate response data in high-dimensional settings (Q6135077) (← links)
- Retire: robust expectile regression in high dimensions (Q6150528) (← links)
- Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases (Q6606412) (← links)
- A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models (Q6651390) (← links)
- Variable selection in high dimensional linear regressions with parameter instability (Q6664675) (← links)
