Dense Signals, Linear Estimators, and Out-of-Sample Prediction for High-Dimensional Linear Models

15 February 2011

Papers citing "Dense Signals, Linear Estimators, and Out-of-Sample Prediction for High-Dimensional Linear Models"

3 / 3 papers shown

Title
$Minimax rates of estimation for high-dimensional linear regression over $\ell_q$-balls$ Minimax rates of estimation for high-dimensional linear regression over $\ell_q$ -balls Garvesh Raskutti Martin J. Wainwright Bin Yu 174 575 0 11 Oct 2009
Conditional predictive inference post model selection Hannes Leeb TPM 126 32 0 25 Aug 2009
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 158 397 0 21 Jan 2009