Copertina

High-dimensional Longitudinal Inference via a De-sparsified Dantzig-Selector

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Huey, Nathan
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Methodology Statistics Theory
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Causal Inference with High-dimensional Discrete Covariates
di: Zeng, Zhenghao, et al.
Pubblicazione: (2024)

Robust Inference for High-dimensional Linear Models with Heavy-tailed Errors via Partial Gini Covariance
di: Zhang, Yilin, et al.
Pubblicazione: (2024)

Statistical Inference in High-dimensional Poisson Regression with Applications to Mediation Analysis
di: Rakshit, Prabrisha, et al.
Pubblicazione: (2024)

Bayesian Inference for High-dimensional Time Series with a Stationary Directed Acyclic Graphical Structure
di: Roy, Arkaprava, et al.
Pubblicazione: (2025)

Minimax Rate-Optimal Inference for Individualized Quantile Treatment Effects in High-dimensional Models
di: Sun, Jiachen, et al.
Pubblicazione: (2025)

Causal Inference in Longitudinal Data under Unknown Interference
di: Wang, Ye, et al.
Pubblicazione: (2021)

Finite- and Large- Sample Inference for Model and Coefficients in High-dimensional Linear Regression with Repro Samples
di: Wang, Peng, et al.
Pubblicazione: (2022)

Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data
di: Kutta, Tim, et al.
Pubblicazione: (2025)

High-dimensional regression with a count response
di: Zilberman, Or, et al.
Pubblicazione: (2024)

Causal Inference with High-Dimensional Treatments
di: Kramer, Patrick, et al.
Pubblicazione: (2026)

Robust Max Statistics for High-Dimensional Inference
di: Liu, Mingshuo, et al.
Pubblicazione: (2024)

Statistical Inference for High-Dimensional Robust Linear Regression Models via Recursive Online-Score Estimation
di: Zheng, Dian, et al.
Pubblicazione: (2025)

High-dimensional copula-based Wasserstein dependence
di: De Keyser, Steven, et al.
Pubblicazione: (2024)

Interpretable Scalar-on-Image Linear Regression Models via the Generalized Dantzig Selector
di: Liao, Sijia, et al.
Pubblicazione: (2025)

Inference on the attractor spaces via functional approximation
di: Franchi, Massimo, et al.
Pubblicazione: (2025)

Statistical Inference on High Dimensional Gaussian Graphical Regression Models
di: Meng, Xuran, et al.
Pubblicazione: (2024)

Frequency Domain Statistical Inference for High-Dimensional Time Series
di: Krampe, Jonas, et al.
Pubblicazione: (2022)

AR-sieve Bootstrap for High-dimensional Time Series
di: Bi, Daning, et al.
Pubblicazione: (2021)

Dynamic Factor Analysis of High-dimensional Recurrent Events
di: Chen, Fangyi, et al.
Pubblicazione: (2024)

High-dimensional Covariance Estimation by Pairwise Likelihood Truncation
di: Casa, Alessandro, et al.
Pubblicazione: (2024)

The Terminating-Random Experiments Selector: Fast High-Dimensional Variable Selection with False Discovery Rate Control
di: Machkour, Jasin, et al.
Pubblicazione: (2021)

Robust Inference Under Heteroskedasticity via the Hadamard Estimator
di: Dobriban, Edgar, et al.
Pubblicazione: (2018)

High-Dimensional Single-Index Models: Link Estimation and Marginal Inference
di: Sawaya, Kazuma, et al.
Pubblicazione: (2024)

High-dimensional inference for single-index model with latent factors
di: Shi, Yanmei, et al.
Pubblicazione: (2025)

Bayesian High-dimensional Linear Regression with Sparse Projection-posterior
di: Pal, Samhita, et al.
Pubblicazione: (2024)

Statistical Inference for Random Unknowns via Modifications of Extended Likelihood
di: Lee, Hangbin, et al.
Pubblicazione: (2023)

Resampling-free Inference for Time Series via RKHS Embedding
di: Ghoshal, Deep, et al.
Pubblicazione: (2026)

Debiased Inference for High-Dimensional Regression Models Based on Profile M-Estimation
di: Wang, Yi, et al.
Pubblicazione: (2025)

Simultaneous Inference in Multiple Matrix-Variate Graphs for High-Dimensional Neural Recordings
di: Liu, Zongge, et al.
Pubblicazione: (2024)

Estimating Signal-to-Noise Ratios for Multivariate High-dimensional Linear Models
di: Hu, Xiaohan, et al.
Pubblicazione: (2025)

Degree-heterogeneous Latent Class Analysis for High-dimensional Discrete Data
di: Lyu, Zhongyuan, et al.
Pubblicazione: (2024)

Bayesian Learning of Relational Graph in Semiparametric High-dimensional Time Series
di: Roy, Arkaprava, et al.
Pubblicazione: (2024)

Variable Selection and Minimax Prediction in High-dimensional Functional Linear Model
di: Guo, Xingche, et al.
Pubblicazione: (2023)

Empirical Bayes Estimation and Inference via Smooth Nonparametric Maximum Likelihood
di: Kim, Taehyun, et al.
Pubblicazione: (2026)

Nonparametric Statistical Inference via Metric Distribution Function in Metric Spaces
di: Wang, Xueqin, et al.
Pubblicazione: (2021)

Fast and Optimal Inference for Change Points in Piecewise Polynomials via Differencing
di: Gavioli-Akilagun, Shakeel, et al.
Pubblicazione: (2023)

Dynamic Treatment Effects under Functional Longitudinal Studies
di: Ying, Andrew
Pubblicazione: (2024)

Demistifying Inference after Adaptive Experiments
di: Bibaut, Aurélien, et al.
Pubblicazione: (2024)

Debiased Bayesian Inference for High-dimensional Regression Models
di: Chen, Qihui, et al.
Pubblicazione: (2025)

Identification and Inference for Structural Accelerated Failure Time Models via Instrument Interactions
di: Bu, Qiushi, et al.
Pubblicazione: (2026)