A General Framework for Robust Testing and Confidence Regions in High-Dimensional Quantile Regression

30 December 2014

Papers citing "A General Framework for Robust Testing and Confidence Regions in High-Dimensional Quantile Regression"

20 / 20 papers shown

Title
Adaptive testing for the graphical lasso M. G'Sell Jonathan E. Taylor Robert Tibshirani 75 22 0 17 Jul 2013
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression Adel Javanmard Andrea Montanari 182 767 0 13 Jun 2013
Valid post-selection inference R. Berk L. Brown A. Buja Kai Zhang Linda H. Zhao 197 585 0 05 Jun 2013
On asymptotically optimal confidence regions and tests for high-dimensional models Sara van de Geer Peter Buhlmann Yaácov Ritov Ruben Dezeure 175 1,130 0 03 Mar 2013
A significance test for the lasso R. Lockhart Jonathan E. Taylor Robert Tibshirani Robert Tibshirani 220 658 0 30 Jan 2013
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 131 507 0 31 Dec 2012
Confidence sets in sparse regression Richard Nickl Sara van de Geer 100 111 0 07 Sep 2012
$Accuracy guaranties for $\ell_1$ recovery of block-sparse signals$ Accuracy guaranties for $\ell_1$ recovery of block-sparse signals A. Juditsky Fatma Kılınç Karzan A. Nemirovski Boris Polyak 144 27 0 10 Nov 2011
Variable selection with error control: Another look at Stability Selection Rajen Dinesh Shah R. Samworth 86 353 0 27 May 2011
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain A. Belloni Daniel L. Chen Victor Chernozhukov Christian B. Hansen 166 561 0 21 Oct 2010
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 372 1,378 0 13 Oct 2010
Minimax-optimal rates for sparse additive models over kernel classes via convex programming Garvesh Raskutti Martin J. Wainwright Bin Yu 123 287 0 21 Aug 2010
Stability Approach to Regularization Selection (StARS) for High Dimensional Graphical Models Han Liu Kathryn Roeder Larry A. Wasserman 111 484 0 16 Jun 2010
Penalized Composite Quasi-Likelihood for Ultrahigh-Dimensional Variable Selection Jelena Bradic Jianqing Fan Weiwei Wang 94 194 0 28 Dec 2009
Non-Concave Penalized Likelihood with NP-Dimensionality Jianqing Fan Jinchi Lv 170 404 0 06 Oct 2009
L1-Penalized Quantile Regression in High-Dimensional Sparse Models A. Belloni Victor Chernozhukov 166 457 0 19 Apr 2009
P-values for high-dimensional regression N. Meinshausen L. Meier Peter Buhlmann 112 440 0 13 Nov 2008
Composite quantile regression and the oracle Model Selection Theory H. Zou M. Yuan 81 552 0 18 Jun 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 435 2,529 0 07 Jan 2008
High-dimensional variable selection Larry Wasserman Kathryn Roeder 447 582 0 09 Apr 2007