相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。PIVOTAL ESTIMATION VIA SQUARE-ROOT LASSO IN NONPARAMETRIC REGRESSION
Alexandre Belloni et al.
ANNALS OF STATISTICS (2014)
GAUSSIAN APPROXIMATION OF SUPREMA OF EMPIRICAL PROCESSES
Victor Chernozhukov et al.
ANNALS OF STATISTICS (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)
Inference on Treatment Effects after Selection among High-Dimensional ControlsaEuro
Alexandre Belloni et al.
REVIEW OF ECONOMIC STUDIES (2014)
Reconstruction From Anisotropic Random Measurements
Mark Rudelson et al.
IEEE TRANSACTIONS ON INFORMATION THEORY (2013)
The L1 penalized LAD estimator for high dimensional linear regression
Lie Wang
JOURNAL OF MULTIVARIATE ANALYSIS (2013)
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
A. Belloni et al.
ECONOMETRICA (2012)
l1-PENALIZED QUANTILE REGRESSION IN HIGH-DIMENSIONAL SPARSE MODELS
Alexandre Belloni et al.
ANNALS OF STATISTICS (2011)
SIMULTANEOUS ANALYSIS OF LASSO AND DANTZIG SELECTOR
Peter J. Bickel et al.
ANNALS OF STATISTICS (2009)
Sparse estimators and the oracle property, or the return of Hodges' estimator
Hannes Leeb et al.
JOURNAL OF ECONOMETRICS (2008)
The Dantzig selector:: Statistical estimation when p is much larger than n
Emmanuel Candes et al.
ANNALS OF STATISTICS (2007)
Stepwise multiple testing as formalized data snooping
JP Romano et al.
ECONOMETRICA (2005)
Nonparametric estimation of average treatment effects under exogeneity: A review
GW Imbens
REVIEW OF ECONOMICS AND STATISTICS (2004)