Pages that link to "Item:Q354203"
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The following pages link to Strong consistency of Lasso estimators (Q354203):
Displaying 15 items.
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- Asymptotics for Lasso-type estimators. (Q1848830) (← links)
- Random weighting in LASSO regression (Q2154956) (← links)
- Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors (Q2407765) (← links)
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators (Q2426826) (← links)
- Leave-one-out cross-validation is risk consistent for Lasso (Q2512895) (← links)
- Lasso with convex loss: Model selection consistency and estimation (Q2811411) (← links)
- (Q3174050) (← links)
- Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
- Risk consistency of cross-validation with Lasso-type procedures (Q5278092) (← links)
- Strong Rules for Discarding Predictors in Lasso-Type Problems (Q5743136) (← links)
- Consistent parameter estimation for Lasso and approximate message passing (Q5916043) (← links)
