Pages that link to "Item:Q1022011"
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The following pages link to On the distribution of the adaptive LASSO estimator (Q1022011):
Displaying 31 items.
- On various confidence intervals post-model-selection (Q254446) (← links)
- Valid post-selection inference (Q355109) (← 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)
- Model selection by LASSO methods in a change-point model (Q744757) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- A relative error-based approach for variable selection (Q1659002) (← links)
- Confidence sets based on penalized maximum likelihood estimators in Gaussian regression (Q1952055) (← links)
- Distributional results for thresholding estimators in high-dimensional Gaussian regression models (Q1952253) (← links)
- Penalized maximum likelihood estimation of a stochastic multivariate regression model (Q1957159) (← links)
- Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
- On the distribution, model selection properties and uniqueness of the Lasso estimator in low and high dimensions (Q2180053) (← links)
- The LASSO on latent indices for regression modeling with ordinal categorical predictors (Q2189591) (← links)
- On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
- On the impact of model selection on predictor identification and parameter inference (Q2358941) (← links)
- A note on the asymptotic distribution of lasso estimator for correlated data (Q2392488) (← links)
- D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- Consistent and conservative model selection with the adaptive Lasso in stationary and nonstationary autoregressions (Q2786685) (← links)
- Model selection and inference for censored lifetime medical expenditures (Q2827182) (← links)
- Adaptive LASSO-type estimation for multivariate diffusion processes (Q2909250) (← links)
- Estimation and variable selection in partial linear single index models with error-prone linear covariates (Q2934843) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- The LASSO estimator: Distributional properties (Q4558753) (← links)
- Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation (Q4975621) (← links)
- Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models (Q5864506) (← links)
- The Risk of James–Stein and Lasso Shrinkage (Q5864507) (← links)
- UNIFORM ASYMPTOTICS AND CONFIDENCE REGIONS BASED ON THE ADAPTIVE LASSO WITH PARTIALLY CONSISTENT TUNING (Q6145540) (← links)
- Variable selection using P-splines (Q6604438) (← links)
