Debiased and threshold ridge regression for linear model with heteroskedastic and dependent error

26 October 2021

Papers citing "Debiased and threshold ridge regression for linear model with heteroskedastic and dependent error"

3 / 3 papers shown

Title
High Dimensional Generalised Penalised Least Squares Ilias Chronopoulos Katerina Chrysikou G. Kapetanios 31 2 0 14 Jul 2022
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 68 220 0 21 Jan 2013
Estimation in high-dimensional linear models with deterministic design matrices J. Shao Xinwei Deng 48 76 0 05 Jun 2012