Pages that link to "Item:Q4682716"

The following pages link to A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (Q4682716):

Displaying 15 items.

• A sequential test for variable selection in high dimensional complex data (Q1623732) (← links)
• Efficient test-based variable selection for high-dimensional linear models (Q1749977) (← links)
• A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065) (← links)
• Econometric analysis of production networks with dominant units (Q2224893) (← links)
• Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
• Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
• Detection of units with pervasive effects in large panel data models (Q2658758) (← links)
• IPAD: Stable Interpretable Forecasting with Knockoffs Inference (Q5146036) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)
• Multiple testing and variable selection along the path of the least angle regression (Q5878243) (← links)
• Threshold Selection in Feature Screening for Error Rate Control (Q6077570) (← links)
• Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
• Text Selection (Q6617806) (← links)
• Testing high-dimensional regression coefficients in linear models (Q6656610) (← links)
• Variable selection in high dimensional linear regressions with parameter instability (Q6664675) (← links)