Pages that link to "Item:Q5965304"
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The following pages link to Quasi-likelihood and/or robust estimation in high dimensions (Q5965304):
Displaying 16 items.
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Penalized robust estimators in sparse logistic regression (Q2084709) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- Predictive functional linear models with diverging number of semiparametric single-index interactions (Q2171997) (← links)
- Test of significance for high-dimensional longitudinal data (Q2215753) (← links)
- Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
- Adaptive robust variable selection (Q2448733) (← links)
- High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
- The robustness of the quasilikelihood estimator (Q4267412) (← links)
- Modified Likelihood root in High Dimensions (Q5087179) (← links)
- Robust estimation via generalized quasi-gradients (Q5095264) (← links)
- HIGH DIMENSIONAL ESTIMATION VIA SUM-OF-SQUARES PROOFS (Q5122161) (← links)
- Introduction to the special issue on sparsity and regularization methods (Q5965302) (← links)
- Quasi-likelihood and/or robust estimation in high dimensions (Q5965304) (← links)
- Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data (Q6580268) (← links)
- Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases (Q6606412) (← links)
