The following pages link to Bootstrapping Lasso Estimators (Q3095180):
Displaying 50 items.
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence (Q147727) (← links)
- The ranking lasso and its application to sport tournaments (Q149774) (← links)
- Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
- Bayesian variable selection and estimation for group Lasso (Q273646) (← links)
- The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
- Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation (Q892458) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- Sparse principal component analysis via fractional function regularity (Q2007153) (← links)
- Solution paths for the generalized Lasso with applications to spatially varying coefficients regression (Q2008112) (← links)
- Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
- Confidence graphs for graphical model selection (Q2058790) (← links)
- Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
- Spatially relaxed inference on high-dimensional linear models (Q2080369) (← links)
- Visualization and assessment of model selection uncertainty (Q2101381) (← links)
- High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233) (← links)
- Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
- Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
- Random weighting in LASSO regression (Q2154956) (← links)
- Hierarchical inference for genome-wide association studies: a view on methodology with software (Q2184390) (← links)
- Debiasing the debiased Lasso with bootstrap (Q2192302) (← links)
- Global-local mixtures: a unifying framework (Q2206754) (← links)
- Innovated scalable efficient inference for ultra-large graphical models (Q2244522) (← links)
- Scalable penalized spatiotemporal land-use regression for ground-level nitrogen dioxide (Q2245146) (← links)
- Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← links)
- Imputation and post-selection inference in models with missing data: an application to colorectal cancer surveillance guidelines (Q2281190) (← links)
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Perturbation bootstrap in adaptive Lasso (Q2313280) (← links)
- Bootstrapping Lasso-type estimators in regression models (Q2317244) (← links)
- Variable selection and estimation for semi-parametric multiple-index models (Q2345120) (← links)
- Preconditioning the Lasso for sign consistency (Q2346526) (← links)
- Bootstrap-based regularization for low-rank matrix estimation (Q2834438) (← links)
- On the validity of the pairs bootstrap for lasso estimators (Q3459449) (← links)
- A study of error variance estimation in Lasso regression (Q3465093) (← links)
- Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
- Robust bootstrap procedures for the chain-ladder method (Q4577209) (← links)
- Goodness-of-Fit Tests for High Dimensional Linear Models (Q4603816) (← links)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- Estimation and Accuracy After Model Selection (Q4975549) (← links)
- Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation (Q4975621) (← links)
- Bayesian Regression With Undirected Network Predictors With an Application to Brain Connectome Data (Q4999134) (← links)
- An additive Cox model for coronary heart disease study (Q5035743) (← links)
