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Inference for high-dimensional instrumental variables regression

18 August 2017

Papers citing "Inference for high-dimensional instrumental variables regression"

28 / 28 papers shown

Title
High Dimensional Linear GMM Mehmet Caner Anders Bredahl Kock 31 7 0 21 Nov 2018
Maximum Regularized Likelihood Estimators: A General Prediction Theory and Applications Rui Zhuang Johannes Lederer 37 15 0 09 Oct 2017
Oracle Inequalities for High-dimensional Prediction Johannes Lederer Lu Yu Irina Gaynanova 73 24 0 01 Aug 2016
Non-convex Global Minimization and False Discovery Rate Control for the TREX Jacob Bien Irina Gaynanova Johannes Lederer Christian L. Müller 21 22 0 22 Apr 2016
Semi-parametric efficiency bounds for high-dimensional models Jana Janková Sara van de Geer 57 42 0 05 Jan 2016
Consistent Parameter Estimation for LASSO and Approximate Message Passing Ali Mousavi A. Maleki Richard G. Baraniuk 64 59 0 03 Nov 2015
A Unified Theory of Confidence Regions and Testing for High Dimensional Estimating Equations Matey Neykov Y. Ning Jun S. Liu Han Liu 69 77 0 30 Oct 2015
A General Theory of Hypothesis Tests and Confidence Regions for Sparse High Dimensional Models Y. Ning Han Liu 169 305 0 30 Dec 2014
Optimal Two-Step Prediction in Regression Didier Chételat Johannes Lederer Joseph Salmon 96 19 0 18 Oct 2014
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso Mehmet Caner Anders Bredahl Kock 83 70 0 15 Oct 2014
On higher order isotropy conditions and lower bounds for sparse quadratic forms Sara van de Geer Alan Muro 148 29 0 23 May 2014
Don't Fall for Tuning Parameters: Tuning-Free Variable Selection in High Dimensions With the TREX Johannes Lederer Christian L. Müller 70 55 0 02 Apr 2014
On the Prediction Performance of the Lasso A. Dalalyan Mohamed Hebiri Johannes Lederer 170 167 0 07 Feb 2014
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression Adel Javanmard Andrea Montanari 252 768 0 13 Jun 2013
Calibrated Multivariate Regression with Application to Neural Semantic Basis Discovery Han Liu Lie Wang Tuo Zhao 91 36 0 10 May 2013
On asymptotically optimal confidence regions and tests for high-dimensional models Sara van de Geer Peter Buhlmann Yaácov Ritov Ruben Dezeure 218 1,131 0 03 Mar 2013
The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms F. Bunea Johannes Lederer Yiyuan She 138 110 0 01 Feb 2013
Endogeneity in high dimensions Jianqing Fan Yuan Liao 409 104 0 25 Apr 2012
How Correlations Influence Lasso Prediction Mohamed Hebiri Johannes Lederer 114 102 0 07 Apr 2012
High-dimensional regression with unknown variance Christophe Giraud S. Huet Nicolas Verzélen 101 63 0 26 Sep 2011
Variable selection with error control: Another look at Stability Selection Rajen Dinesh Shah R. Samworth 93 356 0 27 May 2011
Scaled Sparse Linear Regression Tingni Sun Cun-Hui Zhang 188 508 0 24 Apr 2011
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 188 675 0 28 Sep 2010
Estimator selection in the Gaussian setting Y. Baraud Christophe Giraud S. Huet 124 32 0 13 Jul 2010
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 342 3,568 0 25 Feb 2010
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 281 733 0 05 Oct 2009
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 542 2,531 0 07 Jan 2008
On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding B. M. Potscher Hannes Leeb 168 177 0 05 Nov 2007