Fetching the paper…
Reading the bibliography…
This paper considers generalized linear models in the presence of many controls.
Optimal asymptotic tests of composite statistical hypotheses
J. Neyman · 1959
Earlier work this paper cites.
Optimal asymptotic tests of composite statistical hypotheses
J. Neyman · 1959
Earlier work this paper cites.
c ( α ) c(\alpha) tests and their use
J. Neyman · 1979
Earlier work this paper cites.
c ( α ) c(\alpha) tests and their use
J. Neyman · 1979
Earlier work this paper cites.
Probability in Banach Spaces (Isoperimetry and processes)
M. Ledoux and M. Talagrand · 1991
Earlier work this paper cites.
Probability in Banach Spaces (Isoperimetry and processes)
M. Ledoux and M. Talagrand · 1991
Earlier work this paper cites.
Regression shrinkage and selection via the lasso
R. Tibshirani · 1996
Earlier work this paper cites.
Weak Convergence and Empirical Processes
A. W. van der Vaart and J. A. Wellner · 1996
Earlier work this paper cites.
Regression shrinkage and selection via the lasso
R. Tibshirani · 1996
Earlier work this paper cites.
Weak Convergence and Empirical Processes
A. W. van der Vaart and J. A. Wellner · 1996
Earlier work this paper cites.
Model selection and inference: facts and fiction
Hannes Leeb and Benedikt M. Pötscher · 2005
Earlier work this paper cites.
Model selection and inference: facts and fiction
Hannes Leeb and Benedikt M. Pötscher · 2005
Earlier work this paper cites.
Can one estimate the conditional distribution of post-model-selection estimator?
Hannes Leeb and Benedikt M. Pötscher · 2006
Earlier work this paper cites.
Can one estimate the conditional distribution of post-model-selection estimator?
Hannes Leeb and Benedikt M. Pötscher · 2006
Earlier work this paper cites.
Empirical process indexed by estimated functions
Aad W. van der Vaart and Jon A. Wellner · 2007
Earlier work this paper cites.
Empirical process indexed by estimated functions
Aad W. van der Vaart and Jon A. Wellner · 2007
Earlier work this paper cites.
Honest variable selection in linear and logistic regressionmodels via ℓ 1 \ell_{1} and ℓ 1 + ℓ 2 \ell_{1}+\ell_{2} penalization
F. Bunea · 2008
Earlier work this paper cites.
Introduction to Empirical Processes and Semiparametric Inference
Michael R. Kosorok · 2008
Earlier work this paper cites.
Sparse estimators and the oracle property, or the return of Hodges’ estimator
Hannes Leeb and Benedikt M. Pötscher · 2008
Earlier work this paper cites.
The group lasso for logistic regression
L. Meier, V. Van der Geer, and P. Bühlmann · 2008
Earlier work this paper cites.
On sparse reconstruction from fourier and gaussian measurements
Mark Rudelson and Roman Vershynin · 2008
Earlier work this paper cites.
High-dimensional generalized linear models and the lasso
S. A. van de Geer · 2008
Earlier work this paper cites.
Honest variable selection in linear and logistic regressionmodels via ℓ 1 \ell_{1} and ℓ 1 + ℓ 2 \ell_{1}+\ell_{2} penalization
F. Bunea · 2008
Earlier work this paper cites.
Introduction to Empirical Processes and Semiparametric Inference
Michael R. Kosorok · 2008
Earlier work this paper cites.
Sparse estimators and the oracle property, or the return of Hodges’ estimator
Hannes Leeb and Benedikt M. Pötscher · 2008
Cited alongside, same era.
The group lasso for logistic regression
L. Meier, V. Van der Geer, and P. Bühlmann · 2008
Cited alongside, same era.
On sparse reconstruction from fourier and gaussian measurements
Mark Rudelson and Roman Vershynin · 2008
Cited alongside, same era.
High-dimensional generalized linear models and the lasso
S. A. van de Geer · 2008
Cited alongside, same era.
Simultaneous analysis of Lasso and Dantzig selector
P. J. Bickel, Y. Ritov, and A. B. Tsybakov · 2009
Cited alongside, same era.
Confidence sets based on sparse estimators are necessarily large
Benedikt M. Pötscher · 2009
Cited alongside, same era.
Non-asymptotic oracle inequalities for the lasso and group lasso in high dimensional logistic model
M. Kwemou · 2012
Later among the works it cites.
A unified framework for high-dimensional analysis of m-estimators with decomposable regularizers
Sahand N. Negahban, Pradeep Ravikumar, Martin J. Wainwright, and Bin Yu · 2012
Later among the works it cites.
Robust inference in high-dimensional approximately sparse quantile regression models
A. Belloni, V. Chernozhukov, and K. Kato · 2013
Closest in time.
Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Iván Fernández-Val, and Chris Hansen · 2013
Closest in time.
Inference methods for high-dimensional sparse econometric models
Alexandre Belloni, Victor Chernozhukov, and Christian Hansen · 2013
Closest in time.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
Benedikt M. Pötscher and Hannes Leeb · 2009
Cited alongside, same era.
Simultaneous analysis of Lasso and Dantzig selector
P. J. Bickel, Y. Ritov, and A. B. Tsybakov · 2009
Cited alongside, same era.
Confidence sets based on sparse estimators are necessarily large
Benedikt M. Pötscher · 2009
Cited alongside, same era.
On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
Benedikt M. Pötscher and Hannes Leeb · 2009
Cited alongside, same era.
Self-concordant analysis for logistic regression
Francis Bach · 2010
Cited alongside, same era.
Lasso methods for gaussian instrumental variables models
A. Belloni, V. Chernozhukov, and C. Hansen · 2010
Cited alongside, same era.
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Victor Chernozhukov, Denis Chetverikov, and Kengo Kato · 2013
Closest in time.
Robust 1-bit compressed sensing and sparse logistic regression: A convex programming approach
Yaniv Plan and Roman Vershynin · 2013
Closest in time.
L 1 {L}_{1} penalized LAD estimator for high dimensional linear regression
Lie Wang · 2013
Closest in time.
Robust inference in high-dimensional approximately sparse quantile regression models
A. Belloni, V. Chernozhukov, and K. Kato · 2013
Closest in time.
Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Iván Fernández-Val, and Chris Hansen · 2013
Closest in time.
Inference methods for high-dimensional sparse econometric models
Alexandre Belloni, Victor Chernozhukov, and Christian Hansen · 2013
Closest in time.
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Victor Chernozhukov, Denis Chetverikov, and Kengo Kato · 2013
Closest in time.
Robust 1-bit compressed sensing and sparse logistic regression: A convex programming approach
Yaniv Plan and Roman Vershynin · 2013
Closest in time.
L 1 {L}_{1} penalized LAD estimator for high dimensional linear regression
Lie Wang · 2013
Closest in time.
Inference on treatment effects after selection among high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, and Christian Hansen · 2014
Closest in time.
On asymptotically optimal confidence regions and tests for high-dimensional models
Sara van de Geer, Peter Bühlmann, Ya’acov Ritov, and Ruben Dezeure · 2014
Closest in time.
Confidence intervals for low-dimensional parameters with high-dimensional data
Cun-Hui Zhang and Stephanie S. Zhang · 2014
Closest in time.
Inference on treatment effects after selection among high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, and Christian Hansen · 2014
Closest in time.
On asymptotically optimal confidence regions and tests for high-dimensional models
Sara van de Geer, Peter Bühlmann, Ya’acov Ritov, and Ruben Dezeure · 2014
Closest in time.
Confidence intervals for low-dimensional parameters with high-dimensional data
Cun-Hui Zhang and Stephanie S. Zhang · 2014
Closest in time.
Uniform post selection inference for LAD regression models and other Z-estimators
A. Belloni, V. Chernozhukov, and K. Kato · 2015
Closest in time.
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, and Ying Wei · 2015
Closest in time.
Uniform post selection inference for LAD regression models and other Z-estimators
A. Belloni, V. Chernozhukov, and K. Kato · 2015
Closest in time.
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, and Ying Wei · 2015
Closest in time.