-
3
-
-
39649120725
-
Lasso Type GMM
-
Working paper, Department of Economics, University of Pittsburgh
-
Caner, M. (2006) Lasso Type GMM. Estimator. Working paper, Department of Economics, University of Pittsburgh.
-
(2006)
Estimator
-
-
Caner, M.1
-
4
-
-
22944474586
-
Extremal quantile regression
-
Chernozhukov, V. (2005) Extremal quantile regression. Annals of Statistics 33, 806-839.
-
(2005)
Annals of Statistics
, vol.33
, pp. 806-839
-
-
Chernozhukov, V.1
-
5
-
-
4444268259
-
Likelihood estimation and inference in a class of nonregular econometric models
-
Chernozhukov, V. & H. Hong (2004) Likelihood estimation and inference in a class of nonregular econometric models. Econometrica 72, 1445-1480.
-
(2004)
Econometrica
, vol.72
, pp. 1445-1480
-
-
Chernozhukov, V.1
Hong, H.2
-
6
-
-
1542784498
-
Variable selection via nonconcave penalized likelihood and its oracle properties
-
Fan, J. & R. Li (2001) Variable selection via nonconcave penalized likelihood and its oracle properties. Journal of the American Statistical Association 96, 1348-1360.
-
(2001)
Journal of the American Statistical Association
, vol.96
, pp. 1348-1360
-
-
Fan, J.1
Li, R.2
-
7
-
-
84952149204
-
A statistical view of some chemometrics regression tools (with discussion)
-
Frank, I.E. &. J.H. Friedman (1993) A statistical view of some chemometrics regression tools (with discussion). Technometries 35, 109-148.
-
(1993)
Technometries
, vol.35
, pp. 109-148
-
-
Frank, I.E.1
Friedman, J.H.2
-
10
-
-
21844523306
-
On the asymptotics of constrained M-estimation
-
Geyer, C.J. (1994) On the asymptotics of constrained M-estimation. Annals of Statistics 22, 1993-2010.
-
(1994)
Annals of Statistics
, vol.22
, pp. 1993-2010
-
-
Geyer, C.J.1
-
11
-
-
0003659759
-
On the Asymptotics of Convex Stochastic Optimization
-
Technical report, Department of Statistics, University of Minnesota
-
Geyer, C.J. (1996) On the Asymptotics of Convex Stochastic Optimization. Technical report, Department of Statistics, University of Minnesota.
-
(1996)
-
-
Geyer, C.J.1
-
12
-
-
84942484786
-
Ridge regression: Biased estimation for nonorthogonal problems
-
Hoerd, A.E. & R.W. Kennard (1970) Ridge regression: Biased estimation for nonorthogonal problems. Technometrics 12, 55-67.
-
(1970)
Technometrics
, vol.12
, pp. 55-67
-
-
Hoerd, A.E.1
Kennard, R.W.2
-
14
-
-
0034287156
-
Asymptotics for lasso-type estimators
-
Knight, K. & W. Fu (2000) Asymptotics for lasso-type estimators. Annals of Statistics 28, 1356-1378.
-
(2000)
Annals of Statistics
, vol.28
, pp. 1356-1378
-
-
Knight, K.1
Fu, W.2
-
15
-
-
33644891014
-
Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results
-
Leeb, H. & B. Pötscher (2006) Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results. Econometric Theory 22, 69-97.
-
(2006)
Econometric Theory
, vol.22
, pp. 69-97
-
-
Leeb, H.1
Pötscher, B.2
-
19
-
-
39649095992
-
-
Unpublished manuscript, Department of Statistics, University of Chicago
-
Radchenko, P. (2004) Reweighting the Lasso. Unpublished manuscript, Department of Statistics, University of Chicago.
-
(2004)
Reweighting the Lasso
-
-
Radchenko, P.1
-
20
-
-
0141899476
-
Likelihood-based inference with singular information matrix
-
Rotnitzky, A., D.R. Cox, M. Bottai, & J. Robins (2000) Likelihood-based inference with singular information matrix. Bernoulli 6, 243-284.
-
(2000)
Bernoulli
, vol.6
, pp. 243-284
-
-
Rotnitzky, A.1
Cox, D.R.2
Bottai, M.3
Robins, J.4
-
21
-
-
0001497086
-
On fixed width confidence bounds for regression parameters
-
Srivastava, M.S. (1971) On fixed width confidence bounds for regression parameters. Annals of Mathematical Statistics 42, 1403-1411.
-
(1971)
Annals of Mathematical Statistics
, vol.42
, pp. 1403-1411
-
-
Srivastava, M.S.1
-
22
-
-
0036790491
-
A survey of weak instruments and weak identification in generalized method of moments
-
Stock, J.H., J.H. Wright, & M. Yogo (2002) A survey of weak instruments and weak identification in generalized method of moments. Journal of Business & Economic Statistics 20, 518-529.
-
(2002)
Journal of Business & Economic Statistics
, vol.20
, pp. 518-529
-
-
Stock, J.H.1
Wright, J.H.2
Yogo, M.3
-
23
-
-
39649089497
-
-
Stone, M. & R.J. Brooks (1990) Continuum regression: Cross-validated sequentially constructed prediction embracing ordinary least squares, partial least squares and principal components regression (with discussion). Journal of the Royal Statistical Society, Series B 52, 237-269; corrigendum (1992) 54, 906-907.
-
Stone, M. & R.J. Brooks (1990) Continuum regression: Cross-validated sequentially constructed prediction embracing ordinary least squares, partial least squares and principal components regression (with discussion). Journal of the Royal Statistical Society, Series B 52, 237-269; corrigendum (1992) 54, 906-907.
-
-
-
-
26
-
-
0000781020
-
PLS regression
-
N.L. Johnson & S. Kotz eds, Wiley
-
Wold, H. (1984) PLS regression. In N.L. Johnson & S. Kotz (eds.), Encyclopedia of Statistical Sciences, vol. 6, pp. 581-591. Wiley.
-
(1984)
Encyclopedia of Statistical Sciences
, vol.6
, pp. 581-591
-
-
Wold, H.1
|