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We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model with homoscedastic errors.
Optimal asymptotic tests of composite statistical hypotheses
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Optimal asymptotic tests of composite statistical hypotheses
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Robust regression: asymptotics, conjectures and Monte Carlo
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Robust regression: asymptotics, conjectures and Monte Carlo
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Asymptotic behavior of M-estimators of p p regression parameters when p 2 / n p^{2}/n is large. I. Consistency
S. Portnoy · 1984
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Asymptotic behavior of M-estimators of p p regression parameters when p 2 / n p^{2}/n is large. I. Consistency
S. Portnoy · 1984
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Asymptotic behavior of M-estimators of p p regression parameters when p 2 / n p^{2}/n is large. II. Normal approximation
S. Portnoy · 1985
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Asymptotic behavior of M-estimators of p p regression parameters when p 2 / n p^{2}/n is large. II. Normal approximation
S. Portnoy · 1985
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Censored regression quantiles
J. L. Powell · 1986
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Semiparametric efficiency in multivariate regression models with missing data
James M. Robins and Andrea Rotnitzky · 1995
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Semiparametric efficiency in multivariate regression models with missing data
James M. Robins and Andrea Rotnitzky · 1995
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Weak Convergence and Empirical Processes: With Applications to Statistics
A. W. van der Vaart and J. A. Wellner · 1996
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R. J. Tibshirani · 1996
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Weak Convergence and Empirical Processes: With Applications to Statistics
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Asymptotic Statistics
A. W. van der Vaart · 1998
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Asymptotic Statistics
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Xuming He and Qi-Man Shao · 2000
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Xuming He and Qi-Man Shao · 2000
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Nonparametric estimation of average treatment effects under exogeneity: A review
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Simultaneous analysis of lasso and Dantzig selector
P. J. Bickel, Y. Ritov, and A. B. Tsybakov · 2009
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Self-normalized Processes: Limit Theory and Statistical Applications
Victor H. de la Peña, Tze Leung Lai, and Qi-Man Shao · 2009
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ℓ 1 \ell_{1} -penalized quantile regression for high dimensional sparse models
A. Belloni and V. Chernozhukov · 2011
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ℓ 1 \ell_{1} -penalized quantile regression for high dimensional sparse models
A. Belloni and V. Chernozhukov · 2011
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Sparse models and methods for optimal instruments with an application to eminent domain
A. Belloni, D. Chen, V. Chernozhukov, and C. Hansen · 2012
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Sparse models and methods for optimal instruments with an application to eminent domain
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Inference for high-dimensional sparse econometric models
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Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
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Reconstruction from anisotropic random measurements
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L 1 {L}_{1} penalized LAD estimator for high dimensional linear regression
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Inference on treatment effects after selection amongst high-dimensional controls
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Pivotal estimation via square-root lasso in nonparametric regression
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Gaussian approximation of suprema of empirical processes
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Gaussian approximation of suprema of empirical processes
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