Pages that link to "Item:Q2473068"

The following pages link to The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). (Q2473068):

Displaying 50 items.

• A Cluster Elastic Net for Multivariate Regression (Q63195) (← 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)
• Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels (Q98918) (← links)
• Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
• A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
• Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
• Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
• Bayesian variable selection with shrinking and diffusing priors (Q118687) (← links)
• A simple measure of conditional dependence (Q128731) (← links)
• Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error (Q134115) (← links)
• Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
• Estimator selection in the Gaussian setting (Q141397) (← links)
• Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307) (← links)
• The Little Engine that Could: Regularization by Denoising (RED) (Q148569) (← links)
• The ranking lasso and its application to sport tournaments (Q149774) (← links)
• Factor-Adjusted Regularized Model Selection (Q150847) (← links)
• Sparse Sliced Inverse Regression Via Lasso (Q152378) (← links)
• Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
• Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
• Orthogonal one step greedy procedure for heteroscedastic linear models (Q254223) (← links)
• Greedy algorithms for prediction (Q265302) (← links)
• A new variable selection approach for varying coefficient models (Q267654) (← links)
• Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
• Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
• High dimensional discrimination analysis via a semiparametric model (Q273705) (← links)
• Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
• Regularity properties for sparse regression (Q279682) (← links)
• An analysis of penalized interaction models (Q282572) (← links)
• Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) (← links)
• SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
• Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
• On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
• Screening-based Bregman divergence estimation with NP-dimensionality (Q309558) (← links)
• Geometric inference for general high-dimensional linear inverse problems (Q309721) (← links)
• Discriminant analysis on high dimensional Gaussian copula model (Q310646) (← 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)
• Asymtotics of Dantzig selector for a general single-index model (Q328839) (← links)
• Adaptive bridge estimation for high-dimensional regression models (Q330138) (← links)
• Minimizing variable selection criteria by Markov chain Monte Carlo (Q333351) (← links)
• The \(l_q\) consistency of the Dantzig selector for Cox's proportional hazards model (Q337696) (← links)
• Improved nearest neighbor classifiers by weighting and selection of predictors (Q340856) (← links)
• Sparse microwave imaging: principles and applications (Q362310) (← links)
• Recovery of high-dimensional sparse signals via \(\ell_1\)-minimization (Q364458) (← links)
• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
• ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals (Q372857) (← links)
• Statistical significance in high-dimensional linear models (Q373525) (← links)
• Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
• A partial overview of the theory of statistics with functional data (Q389287) (← links)