Related references
Note: Only part of the references are listed.Variational Bayesian Inference in High-Dimensional Linear Mixed Models
Jieyi Yi et al.
MATHEMATICS (2022)
Forecasting stock return volatility: The role of shrinkage approaches in a data-rich environment
Zhifeng Dai et al.
JOURNAL OF FORECASTING (2022)
Machine Learning Regularization Methods in High-Dimensional Monetary and Financial VARs
Javier Sanchez Garcia et al.
MATHEMATICS (2022)
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Zhifeng Dai et al.
ENERGY ECONOMICS (2022)
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Zhifeng Dai et al.
ENERGY ECONOMICS (2022)
Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
Yihe Yang et al.
JOURNAL OF MULTIVARIATE ANALYSIS (2021)
Inference for high-dimensional instrumental variables regression
David Gold et al.
JOURNAL OF ECONOMETRICS (2020)
Combination of Ensembles of Regularized Regression Models with Resampling-Based Lasso Feature Selection in High Dimensional Data
Abhijeet R. Patil et al.
MATHEMATICS (2020)
MODEL SELECTION FOR HIGH-DIMENSIONAL LINEAR REGRESSION WITH DEPENDENT OBSERVATIONS
Ching-Kang Ing
ANNALS OF STATISTICS (2020)
ADAPTIVE ESTIMATION OF THE SPARSITY IN THE GAUSSIAN VECTOR MODEL
Alexandra Carpentier et al.
ANNALS OF STATISTICS (2019)
A note on the distribution of the product of zero-mean correlated normal random variables
Robert E. Gaunt
STATISTICA NEERLANDICA (2019)
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Mehmet Caner et al.
JOURNAL OF ECONOMETRICS (2018)
Spectral properties of Kac-Murdock-Szego matrices with a complex parameter
George Fikioris
LINEAR ALGEBRA AND ITS APPLICATIONS (2018)
Products of normal, beta and gamma random variables: Stein operators and distributional theory
Robert E. Gaunt
BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS (2018)
EigenPrism: inference for high dimensional signal-to-noise ratios
Lucas Janson et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2017)
Variance estimation in high-dimensional linear models
Lee H. Dicker
BIOMETRIKA (2014)
Variance-Gamma approximation via Stein's method
Robert E. Gaunt
ELECTRONIC JOURNAL OF PROBABILITY (2014)
Confidence intervals for low dimensional parameters in high dimensional linear models
Cun-Hui Zhang et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2014)
Expectation-Maximization Gaussian-Mixture Approximate Message Passing
Jeremy P. Vila et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2013)
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
A. Belloni et al.
ECONOMETRICA (2012)
Square-root lasso: pivotal recovery of sparse signals via conic programming
A. Belloni et al.
BIOMETRIKA (2011)
Relaxed lasso
Nicolai Meinshausen
COMPUTATIONAL STATISTICS & DATA ANALYSIS (2007)
Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series
Ching-Kang Ing
ANNALS OF STATISTICS (2007)
The adaptive lasso and its oracle properties
Hui Zou
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2006)
The dilogarithm function for complex argument
LC Maximon
PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES (2003)