Pages that link to "Item:Q532983"

The following pages link to Statistics for high-dimensional data. Methods, theory and applications. (Q532983):

Displaying 50 items.

• Sparse clustering of functional data (Q61004) (← links)
• Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
• On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Variable selection in discrete survival models including heterogeneity (Q99247) (← links)
• Selection by partitioning the solution paths (Q114375) (← links)
• Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
• Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements (Q115461) (← links)
• Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
• The Hardness of Conditional Independence Testing and the Generalised Covariance Measure (Q118262) (← links)
• Geometric median and robust estimation in Banach spaces (Q122792) (← links)
• Sparse classification with paired covariates (Q127641) (← links)
• Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
• An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
• Estimation of high-dimensional graphical models using regularized score matching (Q138467) (← links)
• A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
• Main effects and interactions in mixed and incomplete data frames (Q146484) (← links)
• Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
• Model selection in linear mixed models (Q252741) (← links)
• Orthogonal one step greedy procedure for heteroscedastic linear models (Q254223) (← links)
• A focused information criterion for graphical models in fMRI connectivity with high-dimensional data (Q262408) (← links)
• Estimation of a delta-contaminated density of a random intensity of Poisson data (Q262693) (← links)
• Greedy algorithms for prediction (Q265302) (← links)
• An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
• Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
• Worst possible sub-directions in high-dimensional models (Q268764) (← links)
• Optimal sampling designs for nonparametric estimation of spatial averages of random fields (Q268787) (← links)
• Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
• Regularity properties for sparse regression (Q279682) (← links)
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
• Best subset selection via a modern optimization lens (Q282479) (← links)
• Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) (← links)
• Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks (Q306638) (← links)
• The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
• The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
• Geometric inference for general high-dimensional linear inverse problems (Q309721) (← links)
• Solution of linear ill-posed problems using overcomplete dictionaries (Q309741) (← links)
• Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
• Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
• A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
• Fusion of hard and soft information in nonparametric density estimation (Q320029) (← links)
• PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection (Q333348) (← links)
• Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
• \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs (Q355087) (← links)
• Statistical significance in high-dimensional linear models (Q373525) (← links)
• The geometry of least squares in the 21st century (Q373539) (← links)
• The Bernstein-Orlicz norm and deviation inequalities (Q377523) (← links)
• Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
• Bayesian regression based on principal components for high-dimensional data (Q391598) (← links)
• Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)