On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding

5 November 2007

Papers citing "On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding"

15 / 15 papers shown

Title
Uncertainty quantification for sparse Fourier recovery F. Hoppe Felix Krahmer C. M. Verdun Marion I. Menzel Holger Rauhut 34 7 0 30 Dec 2022
Sparse high-dimensional linear regression with a partitioned empirical Bayes ECM algorithm Alexander C. McLain A. Zgodic H. Bondell 42 2 0 16 Sep 2022
Uniformly Valid Inference Based on the Lasso in Linear Mixed Models P. Kramlinger U. Schneider Tatyana Krivobokova 23 2 0 08 Apr 2022
Support Recovery with Stochastic Gates: Theory and Application for Linear Models Soham Jana Henry Li Yutaro Yamada Ofir Lindenbaum 28 5 0 29 Oct 2021
Inference for high-dimensional instrumental variables regression David Gold Johannes Lederer Jing Tao 30 37 0 18 Aug 2017
On Hodges' Superefficiency and Merits of Oracle Property in Model Selection Xianyi Wu Xian Zhou 40 6 0 10 Aug 2016
Uniformly Valid Confidence Sets Based on the Lasso K. Ewald U. Schneider 36 12 0 19 Jul 2015
Moment convergence in regularized estimation under multiple and mixed-rates asymptotics Hiroki Masuda Y. Shimizu 26 30 0 26 Jun 2014
On Various Confidence Intervals Post-Model-Selection Hannes Leeb B. M. Potscher K. Ewald 64 60 0 10 Jan 2014
Valid post-selection inference R. Berk L. Brown A. Buja Kai Zhang Linda H. Zhao 53 579 0 05 Jun 2013
Post-Selection Inference for Generalized Linear Models with Many Controls A. Belloni Victor Chernozhukov Ying Wei 61 187 0 15 Apr 2013
On asymptotically optimal confidence regions and tests for high-dimensional models Sara van de Geer Peter Buhlmann Yaácov Ritov Ruben Dezeure 48 1,125 0 03 Mar 2013
The Loss Rank Criterion for Variable Selection in Linear Regression Analysis Minh-Ngoc Tran 80 9 0 05 Nov 2010
Bayesian Adaptive Lasso Chenlei Leng Minh-Ngoc Tran David J. Nott 71 147 0 13 Sep 2010
Confidence Sets Based on Penalized Maximum Likelihood Estimators in Gaussian Regression B. M. Potscher U. Schneider 114 53 0 10 Jun 2008