Are Latent Factor Regression and Sparse Regression Adequate? (Q6567903)

scientific article; zbMATH DE number 7877143

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English	Are Latent Factor Regression and Sparse Regression Adequate?	scientific article; zbMATH DE number 7877143

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instance of

scholarly article

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title

Are Latent Factor Regression and Sparse Regression Adequate? (English)

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Journal of the American Statistical Association

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publication date

5 July 2024

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MaRDI profile type

Publication

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cites work

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Robust estimation of high-dimensional covariance and precision matrices

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Statistical analysis of factor models of high dimension

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Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions

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Forecasting economic time series using targeted predictors

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Prediction by Supervised Principal Components

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\(\ell_1\)-penalized quantile regression in high-dimensional sparse models

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Q5159462

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A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation

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

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Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data

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High-dimensional simultaneous inference with the bootstrap

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Least angle regression. (With discussion)

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors

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Sure Independence Screening for Ultrahigh Dimensional Feature Space

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Nonconcave Penalized Likelihood With NP-Dimensionality

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Sure independence screening in generalized linear models with NP-dimensionality

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Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression

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Large Covariance Estimation by Thresholding Principal Orthogonal Complements

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Adaptive robust variable selection

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Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions

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Sufficient forecasting using factor models

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Factor-Adjusted Regularized Model Selection

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Confidence sets in sparse regression

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Linear hypothesis testing for high dimensional generalized linear models

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Adaptive Huber Regression

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Q4864293

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High-dimensional generalized linear models and the lasso

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On asymptotically optimal confidence regions and tests for high-dimensional models

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High Dimensional Ordinary Least Squares Projection for Screening Variables

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Identifiers

DOI

10.1080/01621459.2023.2169700

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Mathematics Subject Classification ID

62-XX

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zbMATH DE Number

7877143

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Sitelinks

Mathematics(1 entry)

mardi Publication:6567903