Pages that link to "Item:Q5499696"
From MaRDI portal
The following pages link to The Lasso, correlated design, and improved oracle inequalities (Q5499696):
Displaying 20 items.
- Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances (Q1951793) (← links)
- On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
- The Lasso as an \(\ell _{1}\)-ball model selection procedure (Q1952205) (← links)
- Slope meets Lasso: improved oracle bounds and optimality (Q1990596) (← links)
- Aggregated hold out for sparse linear regression with a robust loss function (Q2136632) (← links)
- Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
- Prediction error bounds for linear regression with the TREX (Q2273161) (← links)
- Tuning parameter calibration for \(\ell_1\)-regularized logistic regression (Q2317308) (← links)
- Leave-one-out cross-validation is risk consistent for Lasso (Q2512895) (← links)
- Restricted eigenvalue properties for correlated Gaussian designs (Q2896143) (← links)
- Upper bound on the estimation error in a growth curve model (Q2991113) (← links)
- Sharp Oracle Inequalities for Square Root Regularization (Q4636972) (← links)
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
- (Q5053311) (← links)
- (Q5214207) (← links)
- Quasi-likelihood and/or robust estimation in high dimensions (Q5965304) (← links)
