Cho, Haeran; Owens, Dom High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity. (English) Zbl 07905757 Electron. J. Stat. 18, No. 1, 2620-2664 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Cho} and \textit{D. Owens}, Electron. J. Stat. 18, No. 1, 2620--2664 (2024; Zbl 07905757) Full Text: DOI arXiv Link OA License
Zhao, Zixuan; Yang, Yuehan Nonconvex fusion penalties for high-dimensional hierarchical categorical variables. (English) Zbl 07903568 Inf. Sci. 680, Article ID 121143, 19 p. (2024). MSC: 92-XX 62-XX PDFBibTeX XMLCite \textit{Z. Zhao} and \textit{Y. Yang}, Inf. Sci. 680, Article ID 121143, 19 p. (2024; Zbl 07903568) Full Text: DOI
Zhu, Nenghui; You, Jinhong; Xu, Qunfang Iterative adaptive robust variable selection in nomparametric additive models. (English) Zbl 07901043 Chin. J. Appl. Probab. Stat. 40, No. 2, 201-228 (2024). MSC: 62G35 62A01 PDFBibTeX XMLCite \textit{N. Zhu} et al., Chin. J. Appl. Probab. Stat. 40, No. 2, 201--228 (2024; Zbl 07901043) Full Text: DOI
Zou, Hang; Jiang, Yunlu Overview of robust variable selection methods for high-dimensional linear regression model. (Chinese. English summary) Zbl 07895239 Chin. J. Appl. Probab. Stat. 40, No. 1, 157-181 (2024). MSC: 62G15 PDFBibTeX XMLCite \textit{H. Zou} and \textit{Y. Jiang}, Chin. J. Appl. Probab. Stat. 40, No. 1, 157--181 (2024; Zbl 07895239) Full Text: DOI
Rauschenberger, Armin; Glaab, Enrico Predicting dichotomised outcomes from high-dimensional data in biomedicine. (English) Zbl 07887857 J. Appl. Stat. 51, No. 9, 1756-1771 (2024). MSC: 62-XX 62-04 62J07 62J05 62H30 62P10 PDFBibTeX XMLCite \textit{A. Rauschenberger} and \textit{E. Glaab}, J. Appl. Stat. 51, No. 9, 1756--1771 (2024; Zbl 07887857) Full Text: DOI OA License
Düker, Marie-Christine; Jeong, Seok-Oh; Lee, Taewook; Baek, Changryong Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence. (English) Zbl 07887521 Stat. Pap. 65, No. 4, 2327-2359 (2024). MSC: 62M10 62G10 62H15 62P05 PDFBibTeX XMLCite \textit{M.-C. Düker} et al., Stat. Pap. 65, No. 4, 2327--2359 (2024; Zbl 07887521) Full Text: DOI
Fan, Jianqing; Lou, Zhipeng; Yu, Mengxin Are latent factor regression and sparse regression adequate? (English) Zbl 07877143 J. Am. Stat. Assoc. 119, No. 546, 1076-1088 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Fan} et al., J. Am. Stat. Assoc. 119, No. 546, 1076--1088 (2024; Zbl 07877143) Full Text: DOI arXiv
Qian, Wei; Ing, Ching-Kang; Liu, Ji Adaptive algorithm for multi-armed bandit problem with high-dimensional covariates. (English) Zbl 07877134 J. Am. Stat. Assoc. 119, No. 546, 970-982 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Qian} et al., J. Am. Stat. Assoc. 119, No. 546, 970--982 (2024; Zbl 07877134) Full Text: DOI
Lee, Jieun; Goh, Gyuhyeong A hybrid deterministic-deterministic approach for high-dimensional Bayesian variable selection with a default prior. (English) Zbl 07876430 Comput. Stat. 39, No. 3, 1659-1681 (2024). MSC: 62-08 PDFBibTeX XMLCite \textit{J. Lee} and \textit{G. Goh}, Comput. Stat. 39, No. 3, 1659--1681 (2024; Zbl 07876430) Full Text: DOI
Vásquez, Alejandro Román; Márquez Urbina, José Ulises; González Farías, Graciela; Escarela, Gabriel Controlling the false discovery rate by a latent Gaussian copula knockoff procedure. (English) Zbl 07876422 Comput. Stat. 39, No. 3, 1435-1458 (2024). MSC: 62-08 PDFBibTeX XMLCite \textit{A. R. Vásquez} et al., Comput. Stat. 39, No. 3, 1435--1458 (2024; Zbl 07876422) Full Text: DOI
Xiao, Yunhai; Shen, Jian; Ding, Yanyun; Shi, Mengjiao; Li, Peili A fast and effective algorithm for sparse linear regression with \(\ell_p\)-norm data fidelity and elastic net regularization. (English) Zbl 07870907 J. Nonlinear Var. Anal. 8, No. 3, 433-449 (2024). MSC: 47-XX 46-XX PDFBibTeX XMLCite \textit{Y. Xiao} et al., J. Nonlinear Var. Anal. 8, No. 3, 433--449 (2024; Zbl 07870907) Full Text: DOI
Ghosh, Abhik; Jaenada, María; Pardo, Leandro Robust adaptive variable selection in ultra-high dimensional linear regression models. (English) Zbl 07862347 J. Stat. Comput. Simulation 94, No. 3, 571-603 (2024). MSC: 62F35 62J07 PDFBibTeX XMLCite \textit{A. Ghosh} et al., J. Stat. Comput. Simulation 94, No. 3, 571--603 (2024; Zbl 07862347) Full Text: DOI arXiv
Lee, Young Joo; Jeon, Yongho Sparse functional linear models via calibrated concave-convex procedure. (English) Zbl 07858473 J. Korean Stat. Soc. 53, No. 1, 189-207 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. J. Lee} and \textit{Y. Jeon}, J. Korean Stat. Soc. 53, No. 1, 189--207 (2024; Zbl 07858473) Full Text: DOI
Lin, Youwu; Zeng, Xin; Wang, Pei; Huang, Shuai; Teo, Kok Lay Variable selection using axis-aligned random projections for partial least-squares regression. (English) Zbl 1539.62026 Stat. Comput. 34, No. 3, Paper No. 105, 11 p. (2024). MSC: 62-08 62J05 62H12 PDFBibTeX XMLCite \textit{Y. Lin} et al., Stat. Comput. 34, No. 3, Paper No. 105, 11 p. (2024; Zbl 1539.62026) Full Text: DOI
Anzarmou, Youssef; Mkhadri, Abdallah Classification in high dimension with an alternative feature augmentation via nonparametrics and selection (AFANS). (English) Zbl 07854504 Commun. Stat., Simulation Comput. 53, No. 1, 476-498 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Anzarmou} and \textit{A. Mkhadri}, Commun. Stat., Simulation Comput. 53, No. 1, 476--498 (2024; Zbl 07854504) Full Text: DOI
Monti, Gianna Serafina; Filzmoser, Peter A robust knockoff filter for sparse regression analysis of microbiome compositional data. (English) Zbl 07847877 Comput. Stat. 39, No. 1, 271-288 (2024). MSC: 62-08 PDFBibTeX XMLCite \textit{G. S. Monti} and \textit{P. Filzmoser}, Comput. Stat. 39, No. 1, 271--288 (2024; Zbl 07847877) Full Text: DOI OA License
Beyhum, Jad; Portier, François High-dimensional nonconvex LASSO-type \(M\)-estimators. (English) Zbl 07846377 J. Multivariate Anal. 202, Article ID 105303, 18 p. (2024). MSC: 62Hxx 62F12 62J02 PDFBibTeX XMLCite \textit{J. Beyhum} and \textit{F. Portier}, J. Multivariate Anal. 202, Article ID 105303, 18 p. (2024; Zbl 07846377) Full Text: DOI arXiv
Xue, Yushan; Ren, Jie; Yang, Bin EnMSP: an elastic-net multi-step screening procedure for high-dimensional regression. (English) Zbl 1536.62027 Stat. Comput. 34, No. 2, Paper No. 79, 16 p. (2024). MSC: 62-08 62J05 62J07 PDFBibTeX XMLCite \textit{Y. Xue} et al., Stat. Comput. 34, No. 2, Paper No. 79, 16 p. (2024; Zbl 1536.62027) Full Text: DOI
Moka, Sarat; Liquet, Benoit; Zhu, Houying; Muller, Samuel COMBSS: best subset selection via continuous optimization. (English) Zbl 1536.62016 Stat. Comput. 34, No. 2, Paper No. 75, 22 p. (2024). MSC: 62-08 62J05 62H12 PDFBibTeX XMLCite \textit{S. Moka} et al., Stat. Comput. 34, No. 2, Paper No. 75, 22 p. (2024; Zbl 1536.62016) Full Text: DOI arXiv OA License
Mosley, Luke; Chan, Tak-Shing T.; Gibberd, Alex The sparse dynamic factor model: a regularised quasi-maximum likelihood approach. (English) Zbl 1536.62018 Stat. Comput. 34, No. 2, Paper No. 68, 19 p. (2024). MSC: 62-08 62H25 62M10 PDFBibTeX XMLCite \textit{L. Mosley} et al., Stat. Comput. 34, No. 2, Paper No. 68, 19 p. (2024; Zbl 1536.62018) Full Text: DOI arXiv OA License
Zhao, Yanyan; Sun, Lei A stable and adaptive polygenic signal detection method based on repeated sample splitting. (English. French summary) Zbl 07836158 Can. J. Stat. 52, No. 1, 79-97 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Zhao} and \textit{L. Sun}, Can. J. Stat. 52, No. 1, 79--97 (2024; Zbl 07836158) Full Text: DOI arXiv
Song, Zhouzhou; Liu, Zhao; Zhang, Hanyu; Zhu, Ping An improved sufficient dimension reduction-based kriging modeling method for high-dimensional evaluation-expensive problems. (English) Zbl 1539.62034 Comput. Methods Appl. Mech. Eng. 418, Part B, Article ID 116544, 21 p. (2024). MSC: 62-08 62G08 62H25 PDFBibTeX XMLCite \textit{Z. Song} et al., Comput. Methods Appl. Mech. Eng. 418, Part B, Article ID 116544, 21 p. (2024; Zbl 1539.62034) Full Text: DOI
Cheung, Kin Yap; Lee, Stephen M. S. High-dimensional local linear regression under sparsity and convex losses. (English) Zbl 07823229 Electron. J. Stat. 18, No. 1, 803-847 (2024). MSC: 62G08 PDFBibTeX XMLCite \textit{K. Y. Cheung} and \textit{S. M. S. Lee}, Electron. J. Stat. 18, No. 1, 803--847 (2024; Zbl 07823229) Full Text: DOI Link
Jiang, Rong; Liang, Lei; Yu, Keming Renewable Huber estimation method for streaming datasets. (English) Zbl 07823225 Electron. J. Stat. 18, No. 1, 674-705 (2024). MSC: 62J07 62F35 62H12 62J05 62J12 PDFBibTeX XMLCite \textit{R. Jiang} et al., Electron. J. Stat. 18, No. 1, 674--705 (2024; Zbl 07823225) Full Text: DOI Link
Zhou, Jing; Claeskens, Gerda A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression. (English) Zbl 07823217 Electron. J. Stat. 18, No. 1, 395-428 (2024). MSC: 62J12 62F99 PDFBibTeX XMLCite \textit{J. Zhou} and \textit{G. Claeskens}, Electron. J. Stat. 18, No. 1, 395--428 (2024; Zbl 07823217) Full Text: DOI Link
Dreassi, Emanuela; Leisen, Fabrizio; Pratelli, Luca; Rigo, Pietro Generating knockoffs via conditional independence. (English) Zbl 07823209 Electron. J. Stat. 18, No. 1, 119-144 (2024). MSC: 62E10 62H05 60E05 62J02 PDFBibTeX XMLCite \textit{E. Dreassi} et al., Electron. J. Stat. 18, No. 1, 119--144 (2024; Zbl 07823209) Full Text: DOI arXiv Link
Ma, Xin; Kundu, Suprateek; the Alzheimer’s Disease Neuroimaging Initiative Multi-task learning with high-dimensional noisy images. (English) Zbl 07820410 J. Am. Stat. Assoc. 119, No. 545, 650-663 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Ma} et al., J. Am. Stat. Assoc. 119, No. 545, 650--663 (2024; Zbl 07820410) Full Text: DOI arXiv Link
Ding, Yi; Li, Yingying; Song, Rui Statistical learning for individualized asset allocation. (English) Zbl 07820409 J. Am. Stat. Assoc. 119, No. 545, 639-649 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Ding} et al., J. Am. Stat. Assoc. 119, No. 545, 639--649 (2024; Zbl 07820409) Full Text: DOI arXiv
Wei, Waverly; Zhou, Yuqing; Zheng, Zeyu; Wang, Jingshen Inference on the best policies with many covariates. (English) Zbl 07814016 J. Econom. 239, No. 2, Article ID 105460, 14 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{W. Wei} et al., J. Econom. 239, No. 2, Article ID 105460, 14 p. (2024; Zbl 07814016) Full Text: DOI arXiv
Hannadige, Sium Bodha; Gao, Jiti; Silvapulle, Mervyn J.; Silvapulle, Param Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors. (English) Zbl 1531.62138 J. Bus. Econ. Stat. 42, No. 1, 122-134 (2024). MSC: 62P20 PDFBibTeX XMLCite \textit{S. B. Hannadige} et al., J. Bus. Econ. Stat. 42, No. 1, 122--134 (2024; Zbl 1531.62138) Full Text: DOI OA License
Wang, Di; Zheng, Yao; Li, Guodong High-dimensional low-rank tensor autoregressive time series modeling. (English) Zbl 07803925 J. Econom. 238, No. 1, Article ID 105544, 19 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{D. Wang} et al., J. Econom. 238, No. 1, Article ID 105544, 19 p. (2024; Zbl 07803925) Full Text: DOI arXiv
Sun, Mingwei; Zheng, Rong A time-lagged penalized regression model and applications to economic modeling. (English) Zbl 07802822 J. Stat. Theory Pract. 18, No. 1, Paper No. 2, 17 p. (2024). MSC: 62Jxx 62Gxx 62-XX PDFBibTeX XMLCite \textit{M. Sun} and \textit{R. Zheng}, J. Stat. Theory Pract. 18, No. 1, Paper No. 2, 17 p. (2024; Zbl 07802822) Full Text: DOI
Stærk-Østergaard, Jacob; Rahbek, Anders; Ditlevsen, Susanne High-dimensional cointegration and Kuramoto inspired systems. (English) Zbl 1535.37061 SIAM J. Appl. Dyn. Syst. 23, No. 1, 236-255 (2024). MSC: 37H10 34C15 37M05 62M10 62P10 62P20 62H10 62H15 PDFBibTeX XMLCite \textit{J. Stærk-Østergaard} et al., SIAM J. Appl. Dyn. Syst. 23, No. 1, 236--255 (2024; Zbl 1535.37061) Full Text: DOI arXiv OA License
Dexheimer, Niklas; Strauch, Claudia On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes. (English) Zbl 1538.60067 Bernoulli 30, No. 1, 88-116 (2024). MSC: 60G51 60H10 62M10 PDFBibTeX XMLCite \textit{N. Dexheimer} and \textit{C. Strauch}, Bernoulli 30, No. 1, 88--116 (2024; Zbl 1538.60067) Full Text: DOI arXiv
Xia, Jiaqi; Chen, Yu; Guo, Xiao Inference for high-dimensional linear models with locally stationary error processes. (English) Zbl 07786780 J. Time Ser. Anal. 45, No. 1, 78-102 (2024). MSC: 62Mxx 62-XX PDFBibTeX XMLCite \textit{J. Xia} et al., J. Time Ser. Anal. 45, No. 1, 78--102 (2024; Zbl 07786780) Full Text: DOI
Wang, Xin; Kong, Lingchen; Zhuang, Xinying; Wang, Liqun Variance estimation in high-dimensional linear regression via adaptive elastic-net. (English) Zbl 1538.62211 J. Ind. Manag. Optim. 20, No. 2, 630-646 (2024). MSC: 62J05 62J07 PDFBibTeX XMLCite \textit{X. Wang} et al., J. Ind. Manag. Optim. 20, No. 2, 630--646 (2024; Zbl 1538.62211) Full Text: DOI
Cheung, Kin Yap; Lee, Stephen M. S. High-dimensional local polynomial regression with variable selection and dimension reduction. (English) Zbl 1523.62010 Stat. Comput. 34, No. 1, Paper No. 1, 17 p. (2024). MSC: 62-08 62G08 62H12 62G20 PDFBibTeX XMLCite \textit{K. Y. Cheung} and \textit{S. M. S. Lee}, Stat. Comput. 34, No. 1, Paper No. 1, 17 p. (2024; Zbl 1523.62010) Full Text: DOI
Zhang, Yunyi; Politis, Dimitris N. Debiased and thresholded ridge regression for linear models with heteroskedastic and correlated errors. (English) Zbl 07909641 J. R. Stat. Soc., Ser. B, Stat. Methodol. 85, No. 2, 327-355 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{D. N. Politis}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 85, No. 2, 327--355 (2023; Zbl 07909641) Full Text: DOI
Wang, Jinjuan; Jiang, Zhenzhen; Liu, Hongzhi; Meng, Zhen Association testing for high-dimensional multiple response regression. (English) Zbl 07903289 J. Syst. Sci. Complex. 36, No. 4, 1680-1696 (2023). MSC: 62H15 PDFBibTeX XMLCite \textit{J. Wang} et al., J. Syst. Sci. Complex. 36, No. 4, 1680--1696 (2023; Zbl 07903289) Full Text: DOI
Kotekal, Subhodh; Gao, Chao Minimax rates for sparse signal detection under correlation. (English) Zbl 07858903 Inf. Inference 12, No. 4, 2873-2969 (2023). MSC: 62J05 94A12 PDFBibTeX XMLCite \textit{S. Kotekal} and \textit{C. Gao}, Inf. Inference 12, No. 4, 2873--2969 (2023; Zbl 07858903) Full Text: DOI arXiv
Wang, Yinfeng; Wang, Huixia Judy; Tang, Yanlin Score-based test in high-dimensional quantile regression for longitudinal data with application to a glomerular filtration rate data. (English) Zbl 07858734 Stat 12, No. 1, Paper No. e610, 10 p. (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Wang} et al., Stat 12, No. 1, Paper No. e610, 10 p. (2023; Zbl 07858734) Full Text: DOI
Wen, Canhong; Li, Zhenduo; Dong, Ruipeng; Ni, Yijin; Pan, Wenliang Simultaneous dimension reduction and variable selection for multinomial logistic regression. (English) Zbl 07822527 INFORMS J. Comput. 35, No. 5, 1044-1060 (2023). MSC: 90Cxx PDFBibTeX XMLCite \textit{C. Wen} et al., INFORMS J. Comput. 35, No. 5, 1044--1060 (2023; Zbl 07822527) Full Text: DOI
Wei, Yun; Rajaratnam, Bala; Hero, Alfred O. A unified framework for correlation mining in ultra-high dimension. (English) Zbl 1534.62067 IEEE Trans. Inf. Theory 69, No. 1, 334-382 (2023). MSC: 62H20 05C80 PDFBibTeX XMLCite \textit{Y. Wei} et al., IEEE Trans. Inf. Theory 69, No. 1, 334--382 (2023; Zbl 1534.62067) Full Text: DOI arXiv
Taheri, Mahsa; Lim, Néhémy; Lederer, Johannes Balancing statistical and computational precision: a general theory and applications to sparse regression. (English) Zbl 1534.62090 IEEE Trans. Inf. Theory 69, No. 1, 316-333 (2023). MSC: 62J05 62R07 PDFBibTeX XMLCite \textit{M. Taheri} et al., IEEE Trans. Inf. Theory 69, No. 1, 316--333 (2023; Zbl 1534.62090) Full Text: DOI arXiv
Guha, Sharmistha; Rodriguez, Abel High-dimensional Bayesian network classification with network global-local shrinkage priors. (English) Zbl 07810212 Bayesian Anal. 18, No. 4, 1131-1160 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Guha} and \textit{A. Rodriguez}, Bayesian Anal. 18, No. 4, 1131--1160 (2023; Zbl 07810212) Full Text: DOI arXiv Link
Obiang, Eunice Okome; Jézéquel, Pascal; Proïa, Frédéric A Bayesian approach for partial Gaussian graphical models with sparsity. (English) Zbl 1531.62035 Bayesian Anal. 18, No. 2, 465-490 (2023). MSC: 62H22 62F15 62J05 62J07 62H12 PDFBibTeX XMLCite \textit{E. O. Obiang} et al., Bayesian Anal. 18, No. 2, 465--490 (2023; Zbl 1531.62035) Full Text: DOI arXiv Link
Mazumder, Rahul; Radchenko, Peter; Dedieu, Antoine Subset selection with shrinkage: sparse linear modeling when the SNR is low. (English) Zbl 1540.90240 Oper. Res. 71, No. 1, 129-147 (2023). MSC: 90C27 PDFBibTeX XMLCite \textit{R. Mazumder} et al., Oper. Res. 71, No. 1, 129--147 (2023; Zbl 1540.90240) Full Text: DOI arXiv Link
Chu, Jiacheng; Tang, Yanlin Overview of debiased Lasso in high-dimensional linear model. (Chinese. English summary) Zbl 1538.62203 Chin. J. Appl. Probab. Stat. 39, No. 3, 455-474 (2023). MSC: 62J05 62J07 62F12 62F25 62H12 PDFBibTeX XMLCite \textit{J. Chu} and \textit{Y. Tang}, Chin. J. Appl. Probab. Stat. 39, No. 3, 455--474 (2023; Zbl 1538.62203) Full Text: Link
Zhang, Jie; Li, Yang; Yu, Qin Best subset selection with shrinkage: sparse additive hazards regression with the grouping effect. (English) Zbl 07792819 J. Stat. Comput. Simulation 93, No. 18, 3382-3402 (2023). MSC: 62-XX 62N02 62J07 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Stat. Comput. Simulation 93, No. 18, 3382--3402 (2023; Zbl 07792819) Full Text: DOI
Luo, Lan; Han, Ruijian; Lin, Yuanyuan; Huang, Jian Online inference in high-dimensional generalized linear models with streaming data. (English) Zbl 07784500 Electron. J. Stat. 17, No. 2, 3443-3471 (2023). MSC: 62J07 62J12 62F25 PDFBibTeX XMLCite \textit{L. Luo} et al., Electron. J. Stat. 17, No. 2, 3443--3471 (2023; Zbl 07784500) Full Text: DOI Link
Liu, Xiaoqian; Molstad, Aaron J.; Chi, Eric C. A convex-Nonconvex strategy for grouped variable selection. (English) Zbl 07784487 Electron. J. Stat. 17, No. 2, 2912-2961 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Liu} et al., Electron. J. Stat. 17, No. 2, 2912--2961 (2023; Zbl 07784487) Full Text: DOI arXiv Link
Moon, Haeseong; Zhou, Wen-Xin High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms. (English) Zbl 07784468 Electron. J. Stat. 17, No. 2, 2067-2119 (2023). MSC: 62J07 62A01 PDFBibTeX XMLCite \textit{H. Moon} and \textit{W.-X. Zhou}, Electron. J. Stat. 17, No. 2, 2067--2119 (2023; Zbl 07784468) Full Text: DOI arXiv Link
Baek, Changryong; Düker, Marie-Christine; Pipiras, Vladas Local Whittle estimation of high-dimensional long-run variance and precision matrices. (English) Zbl 1539.62262 Ann. Stat. 51, No. 6, 2386-2414 (2023). MSC: 62M10 62H12 62M15 PDFBibTeX XMLCite \textit{C. Baek} et al., Ann. Stat. 51, No. 6, 2386--2414 (2023; Zbl 1539.62262) Full Text: DOI arXiv Link
Han, Qiyang; Shen, Yandi Universality of regularized regression estimators in high dimensions. (English) Zbl 1539.62225 Ann. Stat. 51, No. 4, 1799-1823 (2023). MSC: 62J07 60B20 62F12 62H12 PDFBibTeX XMLCite \textit{Q. Han} and \textit{Y. Shen}, Ann. Stat. 51, No. 4, 1799--1823 (2023; Zbl 1539.62225) Full Text: DOI arXiv Link
Han, Qiyang Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions. (English) Zbl 1539.62106 Ann. Stat. 51, No. 4, 1611-1638 (2023). MSC: 62G08 62H12 60F05 62J05 62J07 94A12 PDFBibTeX XMLCite \textit{Q. Han}, Ann. Stat. 51, No. 4, 1611--1638 (2023; Zbl 1539.62106) Full Text: DOI arXiv Link
Zhou, Jing; Claeskens, Gerda Automatic bias correction for testing in high-dimensional linear models. (English) Zbl 07778706 Stat. Neerl. 77, No. 1, 71-98 (2023). MSC: 62Jxx 62Fxx 62Gxx PDFBibTeX XMLCite \textit{J. Zhou} and \textit{G. Claeskens}, Stat. Neerl. 77, No. 1, 71--98 (2023; Zbl 07778706) Full Text: DOI
Zhu, Rong; Liang, Hua; Ruppert, David Ensemble subset regression (ENSURE): efficient high-dimensional prediction. (English) Zbl 07767613 Stat. Sin. 33, Spec. Iss., 1411-1434 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Zhu} et al., Stat. Sin. 33, 1411--1434 (2023; Zbl 07767613) Full Text: DOI
Baldé, Ismaila; Yang, Yi Archer; Lefebvre, Geneviève Reader reaction to: “Outcome-adaptive Lasso: variable selection for causal inference”. (English) Zbl 1522.62101 Biometrics 79, No. 1, 514-520 (2023). MSC: 62P10 62J07 PDFBibTeX XMLCite \textit{I. Baldé} et al., Biometrics 79, No. 1, 514--520 (2023; Zbl 1522.62101) Full Text: DOI
Xia, Lu; Nan, Bin; Li, Yi Debiased Lasso for generalized linear models with a diverging number of covariates. (English) Zbl 1522.62262 Biometrics 79, No. 1, 344-357 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{L. Xia} et al., Biometrics 79, No. 1, 344--357 (2023; Zbl 1522.62262) Full Text: DOI arXiv
Wang, Miaomiao; Zhang, Xinyu; Wan, Alan T. K.; You, Kang; Zou, Guohua Jackknife model averaging for high-dimensional quantile regression. (English) Zbl 1522.62250 Biometrics 79, No. 1, 178-189 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{M. Wang} et al., Biometrics 79, No. 1, 178--189 (2023; Zbl 1522.62250) Full Text: DOI
Li, Fangyao; Triggs, Christopher M.; Giurcăneanu, Ciprian Doru On the selection of predictors by using greedy algorithms and information theoretic criteria. (English) Zbl 1521.62159 Aust. N. Z. J. Stat. 65, No. 2, 77-100 (2023). MSC: 62M10 62B10 62M20 PDFBibTeX XMLCite \textit{F. Li} et al., Aust. N. Z. J. Stat. 65, No. 2, 77--100 (2023; Zbl 1521.62159) Full Text: DOI OA License
Mei, Xiaoling; Peng, Bin; Zhu, Huanjun Variable selection in heterogeneous panel data models with cross-sectional dependence. (English) Zbl 1521.62161 Aust. N. Z. J. Stat. 65, No. 1, 14-34 (2023). MSC: 62M10 62J07 62G08 62P20 PDFBibTeX XMLCite \textit{X. Mei} et al., Aust. N. Z. J. Stat. 65, No. 1, 14--34 (2023; Zbl 1521.62161) Full Text: DOI
Kono, Haruki; Kubokawa, Tatsuya Consistent Bayesian information criterion based on a mixture prior for possibly high-dimensional multivariate linear regression models. (English) Zbl 07748376 Scand. J. Stat. 50, No. 3, 1022-1047 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Kono} and \textit{T. Kubokawa}, Scand. J. Stat. 50, No. 3, 1022--1047 (2023; Zbl 07748376) Full Text: DOI arXiv OA License
Ba, Ismaïla; Coeurjolly, Jean-François Inference for low- and high-dimensional inhomogeneous Gibbs point processes. (English) Zbl 07748375 Scand. J. Stat. 50, No. 3, 993-1021 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{I. Ba} and \textit{J.-F. Coeurjolly}, Scand. J. Stat. 50, No. 3, 993--1021 (2023; Zbl 07748375) Full Text: DOI arXiv OA License
Zhang, Jingfei; Sun, Will Wei; Li, Lexin Generalized connectivity matrix response regression with applications in brain connectivity studies. (English) Zbl 07746955 J. Comput. Graph. Stat. 32, No. 1, 252-262 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Comput. Graph. Stat. 32, No. 1, 252--262 (2023; Zbl 07746955) Full Text: DOI arXiv
Han, Dongu; Lim, Daeyoung; Choi, Taeryon Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+. (English) Zbl 07745481 J. Korean Stat. Soc. 52, No. 3, 676-714 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Han} et al., J. Korean Stat. Soc. 52, No. 3, 676--714 (2023; Zbl 07745481) Full Text: DOI
Saha, Esha; Schaeffer, Hayden; Tran, Giang HARFE: hard-ridge random feature expansion. (English) Zbl 1520.65012 Sampl. Theory Signal Process. Data Anal. 21, No. 2, Paper No. 27, 24 p. (2023). MSC: 65D15 41A63 62J07 65D40 65K10 PDFBibTeX XMLCite \textit{E. Saha} et al., Sampl. Theory Signal Process. Data Anal. 21, No. 2, Paper No. 27, 24 p. (2023; Zbl 1520.65012) Full Text: DOI arXiv
Yang, Yaohong; Wang, Lei; Liu, Jiamin; Li, Rui; Lian, Heng Communication-efficient estimation of quantile matrix regression for massive datasets. (English) Zbl 07737945 Comput. Stat. Data Anal. 187, Article ID 107812, 12 p. (2023). MSC: 62J12 PDFBibTeX XMLCite \textit{Y. Yang} et al., Comput. Stat. Data Anal. 187, Article ID 107812, 12 p. (2023; Zbl 07737945) Full Text: DOI
Tan, Xin; Zhan, Haoran; Qin, Xu Estimation of projection pursuit regression via alternating linearization. (English) Zbl 07737933 Comput. Stat. Data Anal. 187, Article ID 107793, 22 p. (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{X. Tan} et al., Comput. Stat. Data Anal. 187, Article ID 107793, 22 p. (2023; Zbl 07737933) Full Text: DOI
Bing, Xin; Wegkamp, Marten Optimal discriminant analysis in high-dimensional latent factor models. (English) Zbl 1539.62188 Ann. Stat. 51, No. 3, 1232-1257 (2023). MSC: 62H30 62H25 PDFBibTeX XMLCite \textit{X. Bing} and \textit{M. Wegkamp}, Ann. Stat. 51, No. 3, 1232--1257 (2023; Zbl 1539.62188) Full Text: DOI arXiv Link
Ding, Xiucai; Zhou, Zhou Autoregressive approximations to nonstationary time series with inference and applications. (English) Zbl 1539.62267 Ann. Stat. 51, No. 3, 1207-1231 (2023). MSC: 62M10 62H15 62M20 PDFBibTeX XMLCite \textit{X. Ding} and \textit{Z. Zhou}, Ann. Stat. 51, No. 3, 1207--1231 (2023; Zbl 1539.62267) Full Text: DOI arXiv Link
Weinstein, Asaf; Su, Weijie J.; Bogdan, Małgorzata; Barber, Rina Foygel; Candès, Emmanuel J. A power analysis for model-X knockoffs with \(\ell_p\)-regularized statistics. (English) Zbl 1539.62219 Ann. Stat. 51, No. 3, 1005-1029 (2023). MSC: 62J05 62J07 62F03 94A12 PDFBibTeX XMLCite \textit{A. Weinstein} et al., Ann. Stat. 51, No. 3, 1005--1029 (2023; Zbl 1539.62219) Full Text: DOI arXiv Link
Li, Peili; Liu, Min; Yu, Zhou A global two-stage algorithm for non-convex penalized high-dimensional linear regression problems. (English) Zbl 07732387 Comput. Stat. 38, No. 2, 871-898 (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{P. Li} et al., Comput. Stat. 38, No. 2, 871--898 (2023; Zbl 07732387) Full Text: DOI arXiv
Hsu, Nan-Jung; Sim, Lai Heng; Tsay, Ruey S. Testing for symmetric correlation matrices with applications to factor models. (English) Zbl 07731497 J. Time Ser. Anal. 44, No. 5-6, 622-643 (2023). MSC: 62Mxx 62M10 62M20 PDFBibTeX XMLCite \textit{N.-J. Hsu} et al., J. Time Ser. Anal. 44, No. 5--6, 622--643 (2023; Zbl 07731497) Full Text: DOI OA License
Tavakoli, Shahin; Nisol, Gilles; Hallin, Marc Factor models for high-dimensional functional time series. II: Estimation and forecasting. (English) Zbl 07731496 J. Time Ser. Anal. 44, No. 5-6, 601-621 (2023). MSC: 62Mxx 62M10 62H25 60G10 62P05 PDFBibTeX XMLCite \textit{S. Tavakoli} et al., J. Time Ser. Anal. 44, No. 5--6, 601--621 (2023; Zbl 07731496) Full Text: DOI
Hallin, Marc; Nisol, Gilles; Tavakoli, Shahin Factor models for high-dimensional functional time series. I: Representation results. (English) Zbl 07731495 J. Time Ser. Anal. 44, No. 5-6, 578-600 (2023). MSC: 62Mxx 62M10 62H25 60G10 62P05 PDFBibTeX XMLCite \textit{M. Hallin} et al., J. Time Ser. Anal. 44, No. 5--6, 578--600 (2023; Zbl 07731495) Full Text: DOI arXiv
Basu, Tathagata; Troffaes, Matthias C. M.; Einbeck, Jochen A robust Bayesian analysis of variable selection under prior ignorance. (English) Zbl 07730330 Sankhyā, Ser. A 85, No. 1, 1014-1057 (2023). MSC: 62J05 62F15 PDFBibTeX XMLCite \textit{T. Basu} et al., Sankhyā, Ser. A 85, No. 1, 1014--1057 (2023; Zbl 07730330) Full Text: DOI arXiv
Anatolyev, Stanislav; Sølvsten, Mikkel Testing many restrictions under heteroskedasticity. (English) Zbl 07729868 J. Econom. 236, No. 1, Article ID 105473, 19 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Anatolyev} and \textit{M. Sølvsten}, J. Econom. 236, No. 1, Article ID 105473, 19 p. (2023; Zbl 07729868) Full Text: DOI arXiv
Anastasiou, Andreas; Papanastasiou, Angelos Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences. (English) Zbl 1517.62004 Stat. Comput. 33, No. 5, Paper No. 94, 29 p. (2023). MSC: 62-08 62M10 PDFBibTeX XMLCite \textit{A. Anastasiou} and \textit{A. Papanastasiou}, Stat. Comput. 33, No. 5, Paper No. 94, 29 p. (2023; Zbl 1517.62004) Full Text: DOI arXiv OA License
Kurnaz, Fatma Sevinç; Filzmoser, Peter Robust and sparse multinomial regression in high dimensions. (English) Zbl 07724982 Data Min. Knowl. Discov. 37, No. 4, 1609-1629 (2023). MSC: 62J12 PDFBibTeX XMLCite \textit{F. S. Kurnaz} and \textit{P. Filzmoser}, Data Min. Knowl. Discov. 37, No. 4, 1609--1629 (2023; Zbl 07724982) Full Text: DOI arXiv
Cao, Xiangyang; Gregory, Karl; Wang, Dewei Inference for sparse linear regression based on the leave-one-covariate-out solution path. (English) Zbl 07720176 Commun. Stat., Theory Methods 52, No. 18, 6640-6657 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Cao} et al., Commun. Stat., Theory Methods 52, No. 18, 6640--6657 (2023; Zbl 07720176) Full Text: DOI arXiv Link
Bose, Arup; Hachem, Walid Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes. (English) Zbl 1524.62412 Random Matrices Theory Appl. 12, No. 2, Article ID 2250053, 60 p. (2023). MSC: 62M10 62J20 46L54 33C47 60B20 60G57 PDFBibTeX XMLCite \textit{A. Bose} and \textit{W. Hachem}, Random Matrices Theory Appl. 12, No. 2, Article ID 2250053, 60 p. (2023; Zbl 1524.62412) Full Text: DOI arXiv
Baek, Changryong; Leinwand, Benjamin; Lindquist, Kristen A.; Jeong, Seok-Oh; Hopfinger, Joseph; Gates, Katheleen M.; Pipiras, Vladas Detecting changes in correlation networks with application to functional connectivity of fMRI data. (English) Zbl 1517.62087 Psychometrika 88, No. 2, 636-655 (2023). MSC: 62P15 62M10 62H15 62M09 PDFBibTeX XMLCite \textit{C. Baek} et al., Psychometrika 88, No. 2, 636--655 (2023; Zbl 1517.62087) Full Text: DOI
Ding, Yujia; Peng, Qidi; Song, Zhengming; Chen, Hansen Variable selection and regularization via arbitrary rectangle-range generalized elastic net. (English) Zbl 1517.62014 Stat. Comput. 33, No. 3, Paper No. 72, 21 p. (2023). MSC: 62-08 62J07 62F12 62P05 PDFBibTeX XMLCite \textit{Y. Ding} et al., Stat. Comput. 33, No. 3, Paper No. 72, 21 p. (2023; Zbl 1517.62014) Full Text: DOI arXiv OA License
Wang, Di; Tsay, Ruey S. Rate-optimal robust estimation of high-dimensional vector autoregressive models. (English) Zbl 1539.62280 Ann. Stat. 51, No. 2, 846-877 (2023). MSC: 62M10 62F35 62H12 62J07 PDFBibTeX XMLCite \textit{D. Wang} and \textit{R. S. Tsay}, Ann. Stat. 51, No. 2, 846--877 (2023; Zbl 1539.62280) Full Text: DOI arXiv
Bellec, Pierre C.; Zhang, Cun-Hui Debiasing convex regularized estimators and interval estimation in linear models. (English) Zbl 1539.62207 Ann. Stat. 51, No. 2, 391-436 (2023). MSC: 62J05 62H12 62F25 62J07 PDFBibTeX XMLCite \textit{P. C. Bellec} and \textit{C.-H. Zhang}, Ann. Stat. 51, No. 2, 391--436 (2023; Zbl 1539.62207) Full Text: DOI arXiv
Kuruwita, C. N. Variable selection in the single-index quantile regression model with high-dimensional covariates. (English) Zbl 07713673 Commun. Stat., Simulation Comput. 52, No. 3, 1119-1131 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{C. N. Kuruwita}, Commun. Stat., Simulation Comput. 52, No. 3, 1119--1131 (2023; Zbl 07713673) Full Text: DOI
Kepplinger, David Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression. (English) Zbl 07711772 Comput. Stat. Data Anal. 183, Article ID 107730, 13 p. (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{D. Kepplinger}, Comput. Stat. Data Anal. 183, Article ID 107730, 13 p. (2023; Zbl 07711772) Full Text: DOI arXiv OA License
Beyhum, Jad High-dimensional inference robust to outliers with \(\ell_1\)-norm penalization. (English) Zbl 07711347 Commun. Stat., Theory Methods 52, No. 16, 5866-5876 (2023). MSC: 62J07 62J05 62F35 PDFBibTeX XMLCite \textit{J. Beyhum}, Commun. Stat., Theory Methods 52, No. 16, 5866--5876 (2023; Zbl 07711347) Full Text: DOI arXiv Link
Anzarmou, Youssef; Mkhadri, Abdallah; Oualkacha, Karim Sparse overlapped linear discriminant analysis. (English) Zbl 1516.62061 Test 32, No. 1, 388-417 (2023). MSC: 62H30 62J07 PDFBibTeX XMLCite \textit{Y. Anzarmou} et al., Test 32, No. 1, 388--417 (2023; Zbl 1516.62061) Full Text: DOI
Zhou, Kun; Li, Ker-Chau; Zhou, Qing Honest confidence sets for high-dimensional regression by projection and shrinkage. (English) Zbl 1514.62070 J. Am. Stat. Assoc. 118, No. 541, 469-488 (2023). MSC: 62G08 62J07 62H12 PDFBibTeX XMLCite \textit{K. Zhou} et al., J. Am. Stat. Assoc. 118, No. 541, 469--488 (2023; Zbl 1514.62070) Full Text: DOI arXiv OA License
Xing, Xin; Zhao, Zhigen; Liu, Jun S. Controlling false discovery rate using Gaussian mirrors. (English) Zbl 1514.62093 J. Am. Stat. Assoc. 118, No. 541, 222-241 (2023). MSC: 62H15 62J05 PDFBibTeX XMLCite \textit{X. Xing} et al., J. Am. Stat. Assoc. 118, No. 541, 222--241 (2023; Zbl 1514.62093) Full Text: DOI arXiv
Zhang, Tao; Kato, Kengo; Ruppert, David Bootstrap inference for quantile-based modal regression. (English) Zbl 1514.62069 J. Am. Stat. Assoc. 118, No. 541, 122-134 (2023). MSC: 62G08 62G09 62P20 PDFBibTeX XMLCite \textit{T. Zhang} et al., J. Am. Stat. Assoc. 118, No. 541, 122--134 (2023; Zbl 1514.62069) Full Text: DOI arXiv
Wang, Bao-Hua; Liang, Han-Ying Empirical likelihood in single-index quantile regression with high dimensional and missing observations. (English) Zbl 1514.62068 J. Stat. Plann. Inference 226, 1-19 (2023). MSC: 62G08 62G05 62E20 62G20 PDFBibTeX XMLCite \textit{B.-H. Wang} and \textit{H.-Y. Liang}, J. Stat. Plann. Inference 226, 1--19 (2023; Zbl 1514.62068) Full Text: DOI
Genzel, Martin; Stollenwerk, Alexander A unified approach to uniform signal recovery from nonlinear observations. (English) Zbl 07698613 Found. Comput. Math. 23, No. 3, 899-972 (2023). MSC: 62F30 62F35 62J07 94A12 PDFBibTeX XMLCite \textit{M. Genzel} and \textit{A. Stollenwerk}, Found. Comput. Math. 23, No. 3, 899--972 (2023; Zbl 07698613) Full Text: DOI arXiv
Jiang, Liang; Phillips, Peter C. B.; Tao, Yubo; Zhang, Yichong Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations. (English) Zbl 07693693 J. Econom. 234, No. 2, 758-776 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{L. Jiang} et al., J. Econom. 234, No. 2, 758--776 (2023; Zbl 07693693) Full Text: DOI arXiv Link
Teng, Yuankai; Wang, Zhu; Ju, Lili; Gruber, Anthony; Zhang, Guannan Level set learning with pseudoreversible neural networks for nonlinear dimension reduction in function approximation. (English) Zbl 1515.65047 SIAM J. Sci. Comput. 45, No. 3, A1148-A1171 (2023). MSC: 65D15 65D40 68U07 PDFBibTeX XMLCite \textit{Y. Teng} et al., SIAM J. Sci. Comput. 45, No. 3, A1148--A1171 (2023; Zbl 1515.65047) Full Text: DOI arXiv
Choiruddin, Achmad; Coeurjolly, Jean-François; Letué, Frédérique Adaptive Lasso and Dantzig selector for spatial point processes intensity estimation. (English) Zbl 07691564 Bernoulli 29, No. 3, 1849-1876 (2023). MSC: 62Mxx 62Gxx 62Jxx PDFBibTeX XMLCite \textit{A. Choiruddin} et al., Bernoulli 29, No. 3, 1849--1876 (2023; Zbl 07691564) Full Text: DOI arXiv Link
Liang, Hua; Du, Pang Corrigendum to: “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”. (English) Zbl 1511.62051 Electron. J. Stat. 17, No. 1, 948-949 (2023). MSC: 62F12 62J12 PDFBibTeX XMLCite \textit{H. Liang} and \textit{P. Du}, Electron. J. Stat. 17, No. 1, 948--949 (2023; Zbl 1511.62051) Full Text: DOI Link
Dai, Guorong; Müller, Ursula U.; Carroll, Raymond J. Data integration in high dimension with multiple quantiles. (English) Zbl 07688206 Stat. Sin. 33, No. 1, 169-191 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Dai} et al., Stat. Sin. 33, No. 1, 169--191 (2023; Zbl 07688206) Full Text: DOI arXiv