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Residual variance and the signal-to-noise ratio are important quantities in many statistical models and model fitting procedures.
The incidental parameter problem since 1948
Lancaster, T · 1948
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Consistent estimates based on partially consistent observations
Neyman, J · 1948
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Distribution of eigenvalues for some sets of random matrices
Marčenko, V · 1967
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Ridge regression: Biased estimation for nonorthogonal problems
Hoerl, A · 1970
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Some limit theorems for the eigenvalues of a sample covariance matrix
Jonsson, D · 1982
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Approximate Computation of Expectations
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Regression shrinkage and selection via the lasso
Tibshirani, R · 1996
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Free probability theory and random matrices
Speicher, R · 2003
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CLT for linear spectral statistics of large-dimensional sample covariance matrices
Bai, Z · 2004
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All invariant moments of the Wishart distribution
Letac, G · 2004
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The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution
Graczyk, P · 2005
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On asymptotics of eigenvectors of large sample covariance matrix
Bai, Z · 2007
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The Dantzig selector: Statistical estimation when p p is much larger than n n
Candès, E · 2007
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Regularized estimation of large covariance matrices
Bickel, P · 2008
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Fluctuations of eigenvalues and second order Poincaré inequalities
Chatterjee, S · 2009
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Optimal rates of convergence for covariance matrix estimation
Cai, T · 2010
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Bayesian variable selection in structured high-dimensional covariate spaces with applications in genomics
Li, F · 2010
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Nearly unbiased variable selection under minimax concave penalty
Zhang, C · 2010
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El Karoui, N · 2011
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Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
Pan, G · 2008
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Simultaneous analysis of lasso and Dantzig selector
Bickel, P · 2009
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Dense signals, linear estimators, and out-of-sample prediction for high-dimensional linear models
Dicker, L
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Optimal estimation and prediction for dense signals in high-dimensional linear models
Dicker, L
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Operator norm consistent estimation of large-dimensional sparse covariance matrices
El Karoui, N
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Spectrum estimation for large dimensional covariance matrices using random matrix theory
El Karoui, N
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Sun, T · 2011
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Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Fan, J · 2012
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