Asymptotic normality in linear regression with approximately sparse structure

8 March 2022

Papers citing "Asymptotic normality in linear regression with approximately sparse structure"

11 / 11 papers shown

Title
Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data Y. Ning Sida Peng Jing Tao 49 5 0 07 Sep 2020
Doubly Debiased Lasso: High-Dimensional Inference under Hidden Confounding Zijian Guo Domagoj Cevid Peter Buhlmann CML 43 39 0 08 Apr 2020
Model selection for high-dimensional linear regression with dependent observations C. Ing 61 18 0 18 Jun 2019
A note on the distribution of the product of zero mean correlated normal random variables Robert E. Gaunt 23 40 0 11 Jul 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 68 67 0 05 Jun 2018
Inference for high-dimensional instrumental variables regression David Gold Johannes Lederer Jing Tao 74 36 0 18 Aug 2017
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso Mehmet Caner Anders Bredahl Kock 83 70 0 15 Oct 2014
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression Adel Javanmard Andrea Montanari 255 768 0 13 Jun 2013
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain A. Belloni Daniel L. Chen Victor Chernozhukov Christian B. Hansen 197 561 0 21 Oct 2010
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 191 675 0 28 Sep 2010
Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series C. Ing 450 73 0 17 Aug 2007