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We study high-dimensional linear models with error-in-variables.
On the use of C (a) optimal tests of composite hypotheses
Jerzy Neyman and Elizabeth L Scott · 1965
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c ( α ) c(\alpha) tests and their use
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On adaptive estimation
Peter J Bickel · 1982
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Parameter orthogonality and approximate conditional inference
David Roxbee Cox and Nancy Reid · 1987
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Measurement Error Models
W.A. Fuller · 1987
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Semiparametric efficiency bounds
Whitney K. Newey · 1990
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Nearby variables with nearby conditional laws and a strong approximation theorem for hilbert space valued martingales
Ditlev Monrad and Walter Philipp · 1991
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The asymptotic variance of semiparametric estimators
Whitney K. Newey · 1994
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Weak Convergence and Empirical Processes
A.W̃. van der Vaart and J.Ã. Wellner · 1996
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Weak convergence
Aad W Van Der Vaart and Jon A Wellner · 1996
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Measurement Error in Nonlinear Models: A Modern Perspective
L. A. Stefanski R. J. Carroll, D. Ruppert and C. Crainiceanu · 2006
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Recent developments in model selection and related areas
Hannes Leeb and Benedikt M. Pötscher · 2008
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Sparse estimators and the oracle property, or the return of Hodges’ estimator
Hannes Leeb and Benedikt M. Pötscher · 2008
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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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Variable selection for partially linear models with measurement errors
Hua Liang and Runze Li · 2009
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Lasso-type recovery of sparse representations for high-dimensional data
Nicolai Meinshausen and Bin Yu · 2009
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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 · 2010
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Lasso methods for gaussian instrumental variables models
A. Belloni, V. Chernozhukov, and C. Hansen · 2010
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Sparse recovery under matrix uncertainty
Mathieu Rosenbaum, Alexandre B Tsybakov, et al · 2010
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Introduction to the non-asymptotic analysis of random matrices
Roman Vershynin · 2010
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High dimensional inverse covariance matrix estimation via linear programming
Ming Yuan · 2010
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Sparse high dimensional models in economics
Jianqing Fan, Jinchi Lv, and Lei Qi · 2011
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High-dimensional instrumental variables regression and confidence sets
Eric Gautier and Alexandre Tsybakov · 2011
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High-dimensional sparse factor modeling: applications in gene expression genomics
Central limit theorems and bootstrap in high dimensions
Victor Chernozhukov, Denis Chetverikov, and Kengo Kato · 2014
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Gaussian approximation of suprema of empirical processes
Victor Chernozhukov, Denis Chetverikov, and Kengo Kato · 2014
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Financial network systemic risk contributions
Nikolaus Hautsch, Julia Schaumburg, and Melanie Schienle · 2014
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Confidence intervals and hypothesis testing for high-dimensional regression
Adel Javanmard and Andrea Montanari · 2014
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Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance
Vladimir Koltchinskii and Karim Lounici · 2014
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Covariate selection in high-dimensional generalized linear models with measurement error
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Carlos M Carvalho, Jeffrey Chang, Joseph E Lucas, Joseph R Nevins, Quanli Wang, and Mike West · 2012
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Orthogonal matching pursuit with noisy and missing data: Low and high-dimensional results
Y. Chen and C. Caramanis · 2012
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High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity
Po-Ling Loh and Martin J. Wainwright · 2012
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Inference for high-dimensional sparse econometric models
A. Belloni, V. Chernozhukov, and C. Hansen · 2013
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Uniform post selection inference for lad regression models
Alexandre Belloni, Victor Chernozhukov, and Kengo Kato · 2013
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Noisy and missing data regression: Distribution-oblivious support recovery
Y. Chen and C. Caramanis · 2013
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Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Victor Chernozhukov, Denis Chetverikov, and Kengo Kato · 2013
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Øystein Sørensen, Arnoldo Frigessi, and Magne Thoresen · 2014
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On asymptotically optimal confidence regions and tests for high-dimensional models
Sara Van de Geer, Peter Bühlmann, Ya’acov Ritov, and Ruben Dezeure · 2014
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Confidence intervals for low dimensional parameters in high dimensional linear models
Cun-Hui Zhang and Stephanie S Zhang · 2014
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Comparison and anti-concentration bounds for maxima of gaussian random vectors
Victor Chernozhukov, Denis Chetverikov, and Kengo Kato · 2015
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Empirical and multiplier bootstraps for supreme of empirical processes of increasing complexity, and related gaussian couplings
Victor Chernozhukov, Denis Chetverikov, and Kengo Kato · 2015
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Confidence intervals for high-dimensional inverse covariance estimation
Jana Jankova, Sara van de Geer, et al · 2015
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Weighted ℓ 1 \ell_{1} -penalized corrected quantile regression for high dimensional measurement error models
Abhishek Kaul and Hira L Koul · 2015
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High dimensional errors-in-variables models with dependent measurements
Mark Rudelson and Shuheng Zhou · 2015
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Pivotal estimation via self-normalization for high dimensional linear models with error-in-variables
A. Belloni, V. Chernozhukov, A. Kaul, M. Rosenbaum, and A. B. Tsybakov · 2016
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An { L 1 , L 2 , L ∞ L_{1},L_{2},L_{\infty} }-approach to high-dimensional errors-in-variables models
A. Belloni, M. Rosenbaum, and A. B. Tsybakov · 2016
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Honest confidence regions for logistic regression with a large number of controls
Alexandre Belloni, Victor Chernozhukov, and Ying Wei · 2016
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Abhishek Kaul, Hira L Koul, Akshita Chawla, and Soumendra N Lahiri · 2016
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