Xu, Kai; An, Nan A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression. (English) Zbl 07789516 Ann. Inst. Stat. Math. 76, No. 1, 93-110 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Xu} and \textit{N. An}, Ann. Inst. Stat. Math. 76, No. 1, 93--110 (2024; Zbl 07789516) Full Text: DOI
Steland, Ansgar Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices. (English) Zbl 07783454 J. Multivariate Anal. 199, Article ID 105245, 25 p. (2024). MSC: 62Hxx 62E20 62M10 62H99 PDFBibTeX XMLCite \textit{A. Steland}, J. Multivariate Anal. 199, Article ID 105245, 25 p. (2024; Zbl 07783454) 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
Lee, Eun Ryung; Park, Seyoung; Lee, Sang Kyu; Hong, Hyokyoung G. Quantile forward regression for high-dimensional survival data. (English) Zbl 07769324 Lifetime Data Anal. 29, No. 4, 769-806 (2023). MSC: 62Nxx 62P10 PDFBibTeX XMLCite \textit{E. R. Lee} et al., Lifetime Data Anal. 29, No. 4, 769--806 (2023; Zbl 07769324) Full Text: DOI
Wang, Bao Hua; Liang, Han Ying Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations. (English) Zbl 07753776 Acta Math. Sin., Engl. Ser. 39, No. 9, 1701-1726 (2023). MSC: 62N02 62J02 62F12 PDFBibTeX XMLCite \textit{B. H. Wang} and \textit{H. Y. Liang}, Acta Math. Sin., Engl. Ser. 39, No. 9, 1701--1726 (2023; Zbl 07753776) Full Text: DOI
Bing, Xin; Wegkamp, Marten Optimal discriminant analysis in high-dimensional latent factor models. (English) Zbl 07732746 Ann. Stat. 51, No. 3, 1232-1257 (2023). MSC: 62H12 62J07 PDFBibTeX XMLCite \textit{X. Bing} and \textit{M. Wegkamp}, Ann. Stat. 51, No. 3, 1232--1257 (2023; Zbl 07732746) Full Text: DOI arXiv Link
Blanchet-Scalliet, Christophette; Demory, Bruno; Gonon, Thierry; Helbert, Céline Gaussian process regression on nested spaces. (English) Zbl 1514.62005 SIAM/ASA J. Uncertain. Quantif. 11, 426-451 (2023). MSC: 62-08 62C12 62D10 62L10 62L12 62M15 62M20 62P30 PDFBibTeX XMLCite \textit{C. Blanchet-Scalliet} et al., SIAM/ASA J. Uncertain. Quantif. 11, 426--451 (2023; Zbl 1514.62005) Full Text: DOI
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
Song, Qifan; Cheng, Guang Optimal false discovery control of minimax estimators. (English) Zbl 07691568 Bernoulli 29, No. 3, 1959-1982 (2023). MSC: 62Jxx 62Gxx 62Fxx PDFBibTeX XMLCite \textit{Q. Song} and \textit{G. Cheng}, Bernoulli 29, No. 3, 1959--1982 (2023; Zbl 07691568) Full Text: DOI arXiv Link
Guo, Wenxing; Balakrishnan, Narayanaswamy; He, Mu Envelope-based sparse reduced-rank regression for multivariate linear model. (English) Zbl 1521.62113 J. Multivariate Anal. 195, Article ID 105159, 11 p. (2023). MSC: 62J05 62H12 62F12 PDFBibTeX XMLCite \textit{W. Guo} et al., J. Multivariate Anal. 195, Article ID 105159, 11 p. (2023; Zbl 1521.62113) Full Text: DOI
Gao, Zhaoxing; Tsay, Ruey S. Modeling high-dimensional time series: a factor model with dynamically dependent factors and diverging eigenvalues. (English) Zbl 1506.62365 J. Am. Stat. Assoc. 117, No. 539, 1398-1414 (2022). MSC: 62M10 62-08 62H25 PDFBibTeX XMLCite \textit{Z. Gao} and \textit{R. S. Tsay}, J. Am. Stat. Assoc. 117, No. 539, 1398--1414 (2022; Zbl 1506.62365) Full Text: DOI arXiv
Dette, Holger; Pan, Guangming; Yang, Qing Estimating a change point in a sequence of very high-dimensional covariance matrices. (English) Zbl 1506.62364 J. Am. Stat. Assoc. 117, No. 537, 444-454 (2022). MSC: 62M10 62H12 62R07 PDFBibTeX XMLCite \textit{H. Dette} et al., J. Am. Stat. Assoc. 117, No. 537, 444--454 (2022; Zbl 1506.62364) Full Text: DOI arXiv
Azaïs, Jean-Marc; De Castro, Yohann Multiple testing and variable selection along the path of the least angle regression. (English) Zbl 1528.62040 Inf. Inference 11, No. 4, 1329-1388 (2022). MSC: 62J15 62F03 62G15 62H15 62J05 PDFBibTeX XMLCite \textit{J.-M. Azaïs} and \textit{Y. De Castro}, Inf. Inference 11, No. 4, 1329--1388 (2022; Zbl 1528.62040) Full Text: DOI arXiv
Giordano, F.; Milito, S.; Parrella, M. L. A nonparametric procedure for linear and nonlinear variable screening. (English) Zbl 07622181 J. Nonparametric Stat. 34, No. 4, 859-894 (2022). MSC: 62G05 62G08 PDFBibTeX XMLCite \textit{F. Giordano} et al., J. Nonparametric Stat. 34, No. 4, 859--894 (2022; Zbl 07622181) Full Text: DOI
Chevalier, Jérôme-Alexis; Nguyen, Tuan-Binh; Thirion, Bertrand; Salmon, Joseph Spatially relaxed inference on high-dimensional linear models. (English) Zbl 1496.62008 Stat. Comput. 32, No. 5, Paper No. 83, 15 p. (2022). MSC: 62-08 62J05 62J07 62H12 PDFBibTeX XMLCite \textit{J.-A. Chevalier} et al., Stat. Comput. 32, No. 5, Paper No. 83, 15 p. (2022; Zbl 1496.62008) Full Text: DOI arXiv
He, Baihua; Dong, Fangli Model averaging with privacy-preserving. (English) Zbl 1524.68334 Commun. Stat., Simulation Comput. 51, No. 4, 1401-1414 (2022). MSC: 68T09 62J05 68P27 PDFBibTeX XMLCite \textit{B. He} and \textit{F. Dong}, Commun. Stat., Simulation Comput. 51, No. 4, 1401--1414 (2022; Zbl 1524.68334) Full Text: DOI
Wang, Fa Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions. (English) Zbl 07538796 J. Econom. 229, No. 1, 180-200 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. Wang}, J. Econom. 229, No. 1, 180--200 (2022; Zbl 07538796) Full Text: DOI
Zhan, Ming-feng; Cai, Zong-wu; Fang, Ying; Lin, Ming Recent advances in statistical methodologies in evaluating program for high-dimensional data. (English) Zbl 1499.62249 Appl. Math., Ser. B (Engl. Ed.) 37, No. 1, 131-146 (2022). MSC: 62J07 62H12 62G35 PDFBibTeX XMLCite \textit{M.-f. Zhan} et al., Appl. Math., Ser. B (Engl. Ed.) 37, No. 1, 131--146 (2022; Zbl 1499.62249) Full Text: DOI
Zhao, Jun; Yan, Guan’ao; Zhang, Yi Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity. (English) Zbl 07504782 Stat. Pap. 63, No. 1, 1-28 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Zhao} et al., Stat. Pap. 63, No. 1, 1--28 (2022; Zbl 07504782) Full Text: DOI arXiv
Zhang, Dongdong; Pan, Shaohua; Bi, Shujun A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator. (English) Zbl 1524.62012 Stat. Sin. 32, No. 2, 1121-1141 (2022). MSC: 62-08 62G08 62J05 62J07 62G20 PDFBibTeX XMLCite \textit{D. Zhang} et al., Stat. Sin. 32, No. 2, 1121--1141 (2022; Zbl 1524.62012) Full Text: DOI
Cheng, Chao; Feng, Xingdong; Huang, Jian; Liu, Xu Regularized projection score estimation of treatment effects in high-dimensional quantile regression. (English) Zbl 1524.62170 Stat. Sin. 32, No. 1, 23-41 (2022). MSC: 62G08 62J07 62H12 62P20 PDFBibTeX XMLCite \textit{C. Cheng} et al., Stat. Sin. 32, No. 1, 23--41 (2022; Zbl 1524.62170) Full Text: DOI
Cao, Hongyuan; Wu, Wei Biao Testing and estimation for clustered signals. (English) Zbl 07467731 Bernoulli 28, No. 1, 525-547 (2022). MSC: 62Jxx 62Pxx 62Gxx PDFBibTeX XMLCite \textit{H. Cao} and \textit{W. B. Wu}, Bernoulli 28, No. 1, 525--547 (2022; Zbl 07467731) Full Text: DOI arXiv Link
Hu, Jianhua; Liu, Xiaoqian; Liu, Xu; Xia, Ningning Some aspects of response variable selection and estimation in multivariate linear regression. (English) Zbl 1493.62310 J. Multivariate Anal. 188, Article ID 104821, 15 p. (2022). MSC: 62H12 62F07 PDFBibTeX XMLCite \textit{J. Hu} et al., J. Multivariate Anal. 188, Article ID 104821, 15 p. (2022; Zbl 1493.62310) Full Text: DOI
Li, Zhigang; Tian, Lu; O’Malley, A. James; Karagas, Margaret R.; Hoen, Anne G.; Christensen, Brock C.; Madan, Juliette C.; Wu, Quran; Gharaibeh, Raad Z.; Jobin, Christian; Li, Hongzhe IFAA: robust association identification and inference for absolute abundance in microbiome analyses. (English) Zbl 1506.62447 J. Am. Stat. Assoc. 116, No. 536, 1595-1608 (2021). MSC: 62P10 92C32 PDFBibTeX XMLCite \textit{Z. Li} et al., J. Am. Stat. Assoc. 116, No. 536, 1595--1608 (2021; Zbl 1506.62447) Full Text: DOI arXiv
Roy, Arkaprava; Reich, Brian J.; Guinness, Joseph; Shinohara, Russell T.; Staicu, Ana-Maria Spatial shrinkage via the product independent Gaussian process prior. (English) Zbl 07499937 J. Comput. Graph. Stat. 30, No. 4, 1068-1080 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Roy} et al., J. Comput. Graph. Stat. 30, No. 4, 1068--1080 (2021; Zbl 07499937) Full Text: DOI arXiv
Descloux, Pascaline; Sardy, Sylvain Model selection with Lasso-zero: adding straw to the haystack to better find needles. (English) Zbl 07499899 J. Comput. Graph. Stat. 30, No. 3, 530-543 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{P. Descloux} and \textit{S. Sardy}, J. Comput. Graph. Stat. 30, No. 3, 530--543 (2021; Zbl 07499899) Full Text: DOI arXiv
Chang, Woonyoung; Ahn, Jeongyoun; Jung, Sungkyu Double data piling leads to perfect classification. (English) Zbl 1493.62365 Electron. J. Stat. 15, No. 2, 6382-6428 (2021). MSC: 62H25 62H30 62J07 PDFBibTeX XMLCite \textit{W. Chang} et al., Electron. J. Stat. 15, No. 2, 6382--6428 (2021; Zbl 1493.62365) Full Text: DOI Link
Kereta, Željko; Klock, Timo; Naumova, Valeriya Nonlinear generalization of the monotone single index model. (English) Zbl 07446777 Inf. Inference 10, No. 3, 987-1029 (2021). MSC: 62Gxx PDFBibTeX XMLCite \textit{Ž. Kereta} et al., Inf. Inference 10, No. 3, 987--1029 (2021; Zbl 07446777) Full Text: DOI arXiv
Ratnasingam, Suthakaran; Ning, Wei Monitoring sequential structural changes in penalized high-dimensional linear models. (English) Zbl 1479.62054 Sequential Anal. 40, No. 3, 381-404 (2021). MSC: 62J05 62L10 62G10 62G20 PDFBibTeX XMLCite \textit{S. Ratnasingam} and \textit{W. Ning}, Sequential Anal. 40, No. 3, 381--404 (2021; Zbl 1479.62054) Full Text: DOI
Mendez-Civieta, Alvaro; Aguilera-Morillo, M. Carmen; Lillo, Rosa E. Adaptive sparse group LASSO in quantile regression. (English) Zbl 07433030 Adv. Data Anal. Classif., ADAC 15, No. 3, 547-573 (2021). MSC: 62J07 PDFBibTeX XMLCite \textit{A. Mendez-Civieta} et al., Adv. Data Anal. Classif., ADAC 15, No. 3, 547--573 (2021; Zbl 07433030) Full Text: DOI Link
Hao, Meiling; Qu, Lianqiang; Kong, Dehan; Sun, Liuquan; Zhu, Hongtu Optimal minimax variable selection for large-scale matrix linear regression model. (English) Zbl 07415090 J. Mach. Learn. Res. 22, Paper No. 147, 39 p. (2021). MSC: 68T05 PDFBibTeX XMLCite \textit{M. Hao} et al., J. Mach. Learn. Res. 22, Paper No. 147, 39 p. (2021; Zbl 07415090) Full Text: Link
Guo, Wenxing; Balakrishnan, Narayanaswamy; Bian, Mengjie Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model. (English) Zbl 1471.62291 Electron. J. Stat. 15, No. 2, 4167-4191 (2021). MSC: 62F30 62H12 62J99 PDFBibTeX XMLCite \textit{W. Guo} et al., Electron. J. Stat. 15, No. 2, 4167--4191 (2021; Zbl 1471.62291) Full Text: DOI Link
Kong, Shengchun; Yu, Zhuqing; Zhang, Xianyang; Cheng, Guang High-dimensional robust inference for Cox regression models using desparsified Lasso. (English) Zbl 1473.62250 Scand. J. Stat. 48, No. 3, 1068-1095 (2021). MSC: 62J07 62G35 PDFBibTeX XMLCite \textit{S. Kong} et al., Scand. J. Stat. 48, No. 3, 1068--1095 (2021; Zbl 1473.62250) Full Text: DOI arXiv
Lux, Thomas C. H.; Watson, Layne T.; Chang, Tyler H.; Hong, Yili; Cameron, Kirk Interpolation of sparse high-dimensional data. (English) Zbl 1471.62407 Numer. Algorithms 88, No. 1, 281-313 (2021). MSC: 62J02 62H12 65D05 PDFBibTeX XMLCite \textit{T. C. H. Lux} et al., Numer. Algorithms 88, No. 1, 281--313 (2021; Zbl 1471.62407) Full Text: DOI
Wu, Suofei; Hannig, Jan; Lee, Thomas C. M. Uncertainty quantification for principal component regression. (English) Zbl 1471.62396 Electron. J. Stat. 15, No. 1, 2157-2178 (2021). MSC: 62H25 62J02 PDFBibTeX XMLCite \textit{S. Wu} et al., Electron. J. Stat. 15, No. 1, 2157--2178 (2021; Zbl 1471.62396) Full Text: DOI
Liu, Li; Su, Wen; Zhao, Xingqiu Bi-selection in the high-dimensional additive hazards regression model. (English) Zbl 1512.62088 Electron. J. Stat. 15, No. 1, 748-772 (2021). MSC: 62N01 62N02 62F12 62G08 62J07 62P10 PDFBibTeX XMLCite \textit{L. Liu} et al., Electron. J. Stat. 15, No. 1, 748--772 (2021; Zbl 1512.62088) Full Text: DOI
Li, Zhengbang; Liu, Fuxiang; Zeng, Luanjie; Zuo, Guoxin A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension. (English) Zbl 1505.62254 Comput. Stat. 36, No. 2, 941-960 (2021). MSC: 62-08 62P10 62H15 62M10 60F05 PDFBibTeX XMLCite \textit{Z. Li} et al., Comput. Stat. 36, No. 2, 941--960 (2021; Zbl 1505.62254) Full Text: DOI
Ciuperca, Gabriela Variable selection in high-dimensional linear model with possibly asymmetric errors. (English) Zbl 1510.62293 Comput. Stat. Data Anal. 155, Article ID 107112, 19 p. (2021). MSC: 62J05 62J07 62G08 62G20 62H12 PDFBibTeX XMLCite \textit{G. Ciuperca}, Comput. Stat. Data Anal. 155, Article ID 107112, 19 p. (2021; Zbl 1510.62293) Full Text: DOI arXiv
Yu, Yi; Bradic, Jelena; Samworth, Richard J. Confidence intervals for high-dimensional Cox models. (English) Zbl 1464.62351 Stat. Sin. 31, No. 1, 243-267 (2021). MSC: 62J07 62N05 62G15 60F05 PDFBibTeX XMLCite \textit{Y. Yu} et al., Stat. Sin. 31, No. 1, 243--267 (2021; Zbl 1464.62351) Full Text: arXiv
Xia, Yifan; Hou, Yongchao; Lv, Shaogao Learning rates for partially linear support vector machine in high dimensions. (English) Zbl 1462.68165 Anal. Appl., Singap. 19, No. 1, 167-182 (2021). MSC: 68T05 62G05 62J07 PDFBibTeX XMLCite \textit{Y. Xia} et al., Anal. Appl., Singap. 19, No. 1, 167--182 (2021; Zbl 1462.68165) Full Text: DOI arXiv
Kaul, Abhishek; Fotopoulos, Stergios B.; Jandhyala, Venkata K.; Safikhani, Abolfazl Inference on the change point under a high dimensional sparse mean shift. (English) Zbl 1460.62148 Electron. J. Stat. 15, No. 1, 71-134 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M10 62F10 62F12 62F03 60J65 PDFBibTeX XMLCite \textit{A. Kaul} et al., Electron. J. Stat. 15, No. 1, 71--134 (2021; Zbl 1460.62148) Full Text: DOI arXiv Euclid
Sober, Barak; Aizenbud, Yariv; Levin, David Approximation of functions over manifolds: a moving least-squares approach. (English) Zbl 1458.62327 J. Comput. Appl. Math. 383, Article ID 113140, 20 p. (2021). MSC: 62R30 41A58 65D15 62-08 PDFBibTeX XMLCite \textit{B. Sober} et al., J. Comput. Appl. Math. 383, Article ID 113140, 20 p. (2021; Zbl 1458.62327) Full Text: DOI arXiv
Zhang, Anru R.; Luo, Yuetian; Raskutti, Garvesh; Yuan, Ming ISLET: fast and optimal low-rank tensor regression via importance sketching. (English) Zbl 1484.65095 SIAM J. Math. Data Sci. 2, No. 2, 444-479 (2020). MSC: 65F99 65F55 62H12 15A69 PDFBibTeX XMLCite \textit{A. R. Zhang} et al., SIAM J. Math. Data Sci. 2, No. 2, 444--479 (2020; Zbl 1484.65095) Full Text: DOI arXiv
Hallin, Marc; Lippi, Marco Factor models in high-dimensional time series – a time-domain approach. (English) Zbl 1476.62184 Hallin, Marc (ed.) et al., Time series in high dimensions. The general dynamic factor model. Hackensack, NJ: World Scientific. 47-76 (2020). MSC: 62M10 62R07 62H25 62D20 60G10 PDFBibTeX XMLCite \textit{M. Hallin} and \textit{M. Lippi}, in: Time series in high dimensions. The general dynamic factor model. Hackensack, NJ: World Scientific. 47--76 (2020; Zbl 1476.62184)
Wang, Lan; Peng, Bo; Bradic, Jelena; Li, Runze; Wu, Yunan Rejoinder to “A tuning-free robust and efficient approach to high-dimensional regression”. (English) Zbl 1452.62526 J. Am. Stat. Assoc. 115, No. 532, 1726-1729 (2020). MSC: 62J07 62F35 62J05 PDFBibTeX XMLCite \textit{L. Wang} et al., J. Am. Stat. Assoc. 115, No. 532, 1726--1729 (2020; Zbl 1452.62526) Full Text: DOI
Fan, Jianqing; Ma, Cong; Wang, Kaizheng Comment on “A tuning-free robust and efficient approach to high-dimensional regression”. (English) Zbl 1452.62519 J. Am. Stat. Assoc. 115, No. 532, 1720-1725 (2020). MSC: 62J07 62F35 62J05 PDFBibTeX XMLCite \textit{J. Fan} et al., J. Am. Stat. Assoc. 115, No. 532, 1720--1725 (2020; Zbl 1452.62519) Full Text: DOI
Li, Xiudi; Shojaie, Ali Discussion of “A tuning-free robust and efficient approach to high-dimensional regression”. (English) Zbl 1452.62520 J. Am. Stat. Assoc. 115, No. 532, 1717-1719 (2020). MSC: 62J07 62F35 62J05 PDFBibTeX XMLCite \textit{X. Li} and \textit{A. Shojaie}, J. Am. Stat. Assoc. 115, No. 532, 1717--1719 (2020; Zbl 1452.62520) Full Text: DOI
Loh, Po-Ling Comment on “A tuning-free robust and efficient approach to high-dimensional regression”. (English) Zbl 1452.62521 J. Am. Stat. Assoc. 115, No. 532, 1715-1716 (2020). MSC: 62J07 62F35 62J05 PDFBibTeX XMLCite \textit{P.-L. Loh}, J. Am. Stat. Assoc. 115, No. 532, 1715--1716 (2020; Zbl 1452.62521) Full Text: DOI
Wang, Lan; Peng, Bo; Bradic, Jelena; Li, Runze; Wu, Yunan A tuning-free robust and efficient approach to high-dimensional regression. (English) Zbl 1452.62525 J. Am. Stat. Assoc. 115, No. 532, 1700-1714 (2020). MSC: 62J07 62F35 62J05 PDFBibTeX XMLCite \textit{L. Wang} et al., J. Am. Stat. Assoc. 115, No. 532, 1700--1714 (2020; Zbl 1452.62525) Full Text: DOI
Deng, Lu; Zou, Changliang; Wang, Zhaojun; Chen, Xin Testing constancy of conditional variance in high dimension. (English) Zbl 1454.62167 Stat. Sin. 30, No. 3, 1633-1655 (2020). Reviewer: Glauber Márcio Silveira Pereira (Ceará) MSC: 62H15 62H12 62P10 46N30 PDFBibTeX XMLCite \textit{L. Deng} et al., Stat. Sin. 30, No. 3, 1633--1655 (2020; Zbl 1454.62167) Full Text: DOI Link
Ta, Tram; Shao, Jun; Li, Quefeng; Wang, Lei Generalized regression estimators with high-dimensional covariates. (English) Zbl 1453.62584 Stat. Sin. 30, No. 3, 1135-1154 (2020). MSC: 62J07 62D05 62P25 PDFBibTeX XMLCite \textit{T. Ta} et al., Stat. Sin. 30, No. 3, 1135--1154 (2020; Zbl 1453.62584) Full Text: DOI Link
Devijver, Emilie; Perthame, Emeline Prediction regions through inverse regression. (English) Zbl 1508.62093 J. Mach. Learn. Res. 21, Paper No. 113, 24 p. (2020). MSC: 62G08 68T20 62F12 62H12 PDFBibTeX XMLCite \textit{E. Devijver} and \textit{E. Perthame}, J. Mach. Learn. Res. 21, Paper No. 113, 24 p. (2020; Zbl 1508.62093) Full Text: arXiv Link
Yang, Tianbao; Zhang, Lijun; Lin, Qihang; Zhu, Shenghuo; Jin, Rong High-dimensional model recovery from random sketched data by exploring intrinsic sparsity. (English) Zbl 1472.68165 Mach. Learn. 109, No. 5, 899-938 (2020). Reviewer: Yunwen Lei (Hong Kong) MSC: 68T05 62H30 62J02 62J07 PDFBibTeX XMLCite \textit{T. Yang} et al., Mach. Learn. 109, No. 5, 899--938 (2020; Zbl 1472.68165) Full Text: DOI
Broc, Camilo; Calvo, Borja; Liquet, Benoit Penalized partial least square applied to structured data. (English) Zbl 1441.62140 Arab. J. Math. 9, No. 2, 329-344 (2020). MSC: 62H12 62J07 62R07 PDFBibTeX XMLCite \textit{C. Broc} et al., Arab. J. Math. 9, No. 2, 329--344 (2020; Zbl 1441.62140) Full Text: DOI
Liu, X.; Zheng, S.; Feng, X. Estimation of error variance via ridge regression. (English) Zbl 1441.62187 Biometrika 107, No. 2, 481-488 (2020). MSC: 62J07 62J10 60B20 PDFBibTeX XMLCite \textit{X. Liu} et al., Biometrika 107, No. 2, 481--488 (2020; Zbl 1441.62187) Full Text: DOI
Jentsch, Carsten; Lee, Eun Ryung; Mammen, Enno Time-dependent Poisson reduced rank models for political text data analysis. (English) Zbl 1507.62084 Comput. Stat. Data Anal. 142, Article ID 106813, 15 p. (2020). MSC: 62-08 62M10 68T50 91F20 PDFBibTeX XMLCite \textit{C. Jentsch} et al., Comput. Stat. Data Anal. 142, Article ID 106813, 15 p. (2020; Zbl 1507.62084) Full Text: DOI
Zhou, Shengbin; Zhou, Jingke; Zhang, Bo Overlapping group Lasso for high-dimensional generalized linear models. (English) Zbl 1511.62184 Commun. Stat., Theory Methods 48, No. 19, 4903-4917 (2019). MSC: 62J12 62J07 62-08 62P10 PDFBibTeX XMLCite \textit{S. Zhou} et al., Commun. Stat., Theory Methods 48, No. 19, 4903--4917 (2019; Zbl 1511.62184) Full Text: DOI
Huang, Xudong; Wang, Guanpeng; Li, Mengmeng Adjusting for high-dimensional covariates in sparse precision matrix estimation by Lasso penalized D-trace loss. (English) Zbl 1449.62117 Chin. J. Appl. Probab. Stat. 35, No. 5, 441-452 (2019). MSC: 62H12 62J07 PDFBibTeX XMLCite \textit{X. Huang} et al., Chin. J. Appl. Probab. Stat. 35, No. 5, 441--452 (2019; Zbl 1449.62117) Full Text: DOI
Lin, Qian; Zhao, Zhigen; Liu, Jun S. Sparse sliced inverse regression via Lasso. (English) Zbl 1428.62320 J. Am. Stat. Assoc. 114, No. 528, 1726-1739 (2019). MSC: 62J05 62J07 PDFBibTeX XMLCite \textit{Q. Lin} et al., J. Am. Stat. Assoc. 114, No. 528, 1726--1739 (2019; Zbl 1428.62320) Full Text: DOI arXiv Link
Fan, Guo-Liang; Xu, Hong-Xia; Liang, Han-Ying Dimension reduction estimation for central mean subspace with missing multivariate response. (English) Zbl 1428.62222 J. Multivariate Anal. 174, Article ID 104542, 18 p. (2019). MSC: 62H12 62G08 62G20 PDFBibTeX XMLCite \textit{G.-L. Fan} et al., J. Multivariate Anal. 174, Article ID 104542, 18 p. (2019; Zbl 1428.62222) Full Text: DOI
Su, Liangjun; Ura, Takuya; Zhang, Yichong Non-separable models with high-dimensional data. (English) Zbl 1452.62961 J. Econom. 212, No. 2, 646-677 (2019). MSC: 62P20 62G08 62G05 62J07 PDFBibTeX XMLCite \textit{L. Su} et al., J. Econom. 212, No. 2, 646--677 (2019; Zbl 1452.62961) Full Text: DOI arXiv Link
Fiecas, Mark; Leng, Chenlei; Liu, Weidong; Yu, Yi Spectral analysis of high-dimensional time series. (English) Zbl 1431.62369 Electron. J. Stat. 13, No. 2, 4079-4101 (2019). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{M. Fiecas} et al., Electron. J. Stat. 13, No. 2, 4079--4101 (2019; Zbl 1431.62369) Full Text: DOI arXiv Euclid
Li, Xinyi; Wang, Li; Nettleton, Dan Sparse model identification and learning for ultra-high-dimensional additive partially linear models. (English) Zbl 1422.62188 J. Multivariate Anal. 173, 204-228 (2019). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{X. Li} et al., J. Multivariate Anal. 173, 204--228 (2019; Zbl 1422.62188) Full Text: DOI arXiv
Smucler, Ezequiel Consistency of generalized dynamic principal components in dynamic factor models. (English) Zbl 1420.62264 Stat. Probab. Lett. 154, Article ID 108536, 5 p. (2019). MSC: 62H25 62M10 PDFBibTeX XMLCite \textit{E. Smucler}, Stat. Probab. Lett. 154, Article ID 108536, 5 p. (2019; Zbl 1420.62264) Full Text: DOI arXiv
Arashi, M.; Roozbeh, Mahdi Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data. (English) Zbl 1419.62079 Stat. Pap. 60, No. 3, 317-336 (2019). MSC: 62G08 62J05 62J07 62G20 62P10 PDFBibTeX XMLCite \textit{M. Arashi} and \textit{M. Roozbeh}, Stat. Pap. 60, No. 3, 667--686 (2019; Zbl 1419.62079) Full Text: DOI
Ma, Shujie; Zhu, Liping; Zhang, Zhiwei; Tsai, Chih-Ling; Carroll, Raymond J. A robust and efficient approach to causal inference based on sparse sufficient dimension reduction. (English) Zbl 1420.62178 Ann. Stat. 47, No. 3, 1505-1535 (2019). Reviewer: Frank Werner (Göttingen) MSC: 62G08 62G10 62G20 62J07 62G35 62P10 PDFBibTeX XMLCite \textit{S. Ma} et al., Ann. Stat. 47, No. 3, 1505--1535 (2019; Zbl 1420.62178) Full Text: DOI Euclid
Yu, Zhuqing; Levine, Michael; Cheng, Guang Minimax optimal estimation in partially linear additive models under high dimension. (English) Zbl 1431.62175 Bernoulli 25, No. 2, 1289-1325 (2019). MSC: 62G08 62G05 62C20 62J12 PDFBibTeX XMLCite \textit{Z. Yu} et al., Bernoulli 25, No. 2, 1289--1325 (2019; Zbl 1431.62175) Full Text: DOI arXiv Euclid
Rabier, Charles-Elie; Mangin, Brigitte; Grusea, Simona On the accuracy in high-dimensional linear models and its application to genomic selection. (English) Zbl 1478.62204 Scand. J. Stat. 46, No. 1, 289-313 (2019). MSC: 62J07 62P10 92D10 PDFBibTeX XMLCite \textit{C.-E. Rabier} et al., Scand. J. Stat. 46, No. 1, 289--313 (2019; Zbl 1478.62204) Full Text: DOI HAL
Dhhan, Waleed; Rana, Sohel; Alshaybawee, Taha; Midi, Habshah The single-index support vector regression model to address the problem of high dimensionality. (English) Zbl 07550166 Commun. Stat., Simulation Comput. 47, No. 9, 2792-2799 (2018). MSC: 62G05 62G08 PDFBibTeX XMLCite \textit{W. Dhhan} et al., Commun. Stat., Simulation Comput. 47, No. 9, 2792--2799 (2018; Zbl 07550166) Full Text: DOI
Zhao, Li; Yan, Liang; Xu, Xingzhong High-correlated residuals improved estimation in the high-dimensional SUR model. (English) Zbl 07550055 Commun. Stat., Simulation Comput. 47, No. 6, 1583-1605 (2018). MSC: 62J05 62F10 PDFBibTeX XMLCite \textit{L. Zhao} et al., Commun. Stat., Simulation Comput. 47, No. 6, 1583--1605 (2018; Zbl 07550055) Full Text: DOI
Zheng, Xueying; Fu, Bo; Zhang, Jiajia; Qin, Guoyou Variable selection for longitudinal data with high-dimensional covariates and dropouts. (English) Zbl 07192575 J. Stat. Comput. Simulation 88, No. 4, 712-725 (2018). MSC: 62Jxx PDFBibTeX XMLCite \textit{X. Zheng} et al., J. Stat. Comput. Simulation 88, No. 4, 712--725 (2018; Zbl 07192575) Full Text: DOI
Dong, Ying; Song, Lixin; Amin, Muhammad SCAD Ridge penalized likelihood estimators for ultra-high dimensional models. (English) Zbl 1409.62110 Hacet. J. Math. Stat. 47, No. 2, 423-436 (2018). MSC: 62H12 62J07 62G20 PDFBibTeX XMLCite \textit{Y. Dong} et al., Hacet. J. Math. Stat. 47, No. 2, 423--436 (2018; Zbl 1409.62110) Full Text: DOI
Chang, Jinyuan; Guo, Bin; Yao, Qiwei Principal component analysis for second-order stationary vector time series. (English) Zbl 1454.62255 Ann. Stat. 46, No. 5, 2094-2124 (2018). MSC: 62M10 62H25 PDFBibTeX XMLCite \textit{J. Chang} et al., Ann. Stat. 46, No. 5, 2094--2124 (2018; Zbl 1454.62255) Full Text: DOI arXiv Euclid
Jung, Sungkyu Continuum directions for supervised dimension reduction. (English) Zbl 1469.62088 Comput. Stat. Data Anal. 125, 27-43 (2018). MSC: 62-08 62H25 62H30 62P10 PDFBibTeX XMLCite \textit{S. Jung}, Comput. Stat. Data Anal. 125, 27--43 (2018; Zbl 1469.62088) Full Text: DOI arXiv
Jian, Cairen; Weng, Qian; Chen, Xiaoyun High dimension small sample data clustering using kernel least square regression subspace segmentation. (Chinese. English summary) Zbl 1399.68109 J. Fuzhou Univ., Nat. Sci. 46, No. 1, 38-44, 51 (2018). MSC: 68T05 62H30 PDFBibTeX XMLCite \textit{C. Jian} et al., J. Fuzhou Univ., Nat. Sci. 46, No. 1, 38--44, 51 (2018; Zbl 1399.68109)
Guedj, Benjamin; Robbiano, Sylvain PAC-Bayesian high dimensional bipartite ranking. (English) Zbl 1432.62183 J. Stat. Plann. Inference 196, 70-86 (2018). MSC: 62H30 62G08 68T05 PDFBibTeX XMLCite \textit{B. Guedj} and \textit{S. Robbiano}, J. Stat. Plann. Inference 196, 70--86 (2018; Zbl 1432.62183) Full Text: DOI arXiv
Bonnet, Anna Heritability estimation in case-control studies. (English) Zbl 1408.62179 Electron. J. Stat. 12, No. 1, 1662-1716 (2018). MSC: 62P10 62G08 PDFBibTeX XMLCite \textit{A. Bonnet}, Electron. J. Stat. 12, No. 1, 1662--1716 (2018; Zbl 1408.62179) Full Text: DOI arXiv Euclid
Vershynin, Roman High-dimensional probability. An introduction with applications in data science. (English) Zbl 1430.60005 Cambridge Series in Statistical and Probabilistic Mathematics 47. Cambridge: Cambridge University Press (ISBN 978-1-108-41519-4/hbk; 978-1-108-23159-6/ebook). xiv, 284 p. (2018). Reviewer: Oleksandr Kukush (Kyïv) MSC: 60-01 62-01 PDFBibTeX XMLCite \textit{R. Vershynin}, High-dimensional probability. An introduction with applications in data science. Cambridge: Cambridge University Press (2018; Zbl 1430.60005) Full Text: DOI
Li, Bing Sufficient dimension reduction: methods and applications with R. (English) Zbl 1408.62011 Monographs on Statistics and Applied Probability 161. Boca Raton, FL: CRC Press (ISBN 978-1-4987-0447-2/hbk; 978-1-4987-0448-9/ebook). xxi, 283 p. (2018). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62-02 62-04 62G08 62H12 62H20 62Jxx PDFBibTeX XMLCite \textit{B. Li}, Sufficient dimension reduction: methods and applications with R. Boca Raton, FL: CRC Press (2018; Zbl 1408.62011) Full Text: Link
Zheng, Qi; Peng, Limin; He, Xuming High dimensional censored quantile regression. (English) Zbl 1416.62236 Ann. Stat. 46, No. 1, 308-343 (2018). Reviewer: Dongsheng Tu (Kingston) MSC: 62G08 62N01 62N02 62J07 PDFBibTeX XMLCite \textit{Q. Zheng} et al., Ann. Stat. 46, No. 1, 308--343 (2018; Zbl 1416.62236) Full Text: DOI
Qi, Xin; Luo, Ruiyan Function-on-function regression with thousands of predictive curves. (English) Zbl 1408.62075 J. Multivariate Anal. 163, 51-66 (2018). MSC: 62G08 62H25 PDFBibTeX XMLCite \textit{X. Qi} and \textit{R. Luo}, J. Multivariate Anal. 163, 51--66 (2018; Zbl 1408.62075) Full Text: DOI
Perthame, Emeline; Forbes, Florence; Deleforge, Antoine Inverse regression approach to robust nonlinear high-to-low dimensional mapping. (English) Zbl 1408.62119 J. Multivariate Anal. 163, 1-14 (2018). MSC: 62H30 62G35 62H05 62J02 PDFBibTeX XMLCite \textit{E. Perthame} et al., J. Multivariate Anal. 163, 1--14 (2018; Zbl 1408.62119) Full Text: DOI HAL
Levrard, Clément Sparse oracle inequalities for variable selection via regularized quantization. (English) Zbl 1426.62211 Bernoulli 24, No. 1, 271-296 (2018). MSC: 62J07 62E17 62H30 PDFBibTeX XMLCite \textit{C. Levrard}, Bernoulli 24, No. 1, 271--296 (2018; Zbl 1426.62211) Full Text: DOI arXiv Euclid
Lam, Clifford; Feng, Phoenix; Hu, Charlie Nonlinear shrinkage estimation of large integrated covariance matrices. (English) Zbl 1506.62410 Biometrika 104, No. 2, 481-488 (2017). MSC: 62P05 62H12 62J07 PDFBibTeX XMLCite \textit{C. Lam} et al., Biometrika 104, No. 2, 481--488 (2017; Zbl 1506.62410) Full Text: DOI Link
Fan, Jianqing; Li, Quefeng; Wang, Yuyan Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions. (English) Zbl 1414.62178 J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 1, 247-265 (2017). MSC: 62H12 62J07 62G32 62G35 PDFBibTeX XMLCite \textit{J. Fan} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 1, 247--265 (2017; Zbl 1414.62178) Full Text: DOI
Devijver, Emilie Model-based regression clustering for high-dimensional data: application to functional data. (English) Zbl 1414.62238 Adv. Data Anal. Classif., ADAC 11, No. 2, 243-279 (2017). MSC: 62H30 PDFBibTeX XMLCite \textit{E. Devijver}, Adv. Data Anal. Classif., ADAC 11, No. 2, 243--279 (2017; Zbl 1414.62238) Full Text: DOI arXiv
Nandy, Siddhartha; Lim, Chae Young; Maiti, Tapabrata Additive model building for spatial regression. (English) Zbl 1411.62207 J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 3, 779-800 (2017). MSC: 62J07 62G08 62M30 62P10 PDFBibTeX XMLCite \textit{S. Nandy} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 3, 779--800 (2017; Zbl 1411.62207) Full Text: DOI
Lansangan, Joseph Ryan G.; Barrios, Erniel B. Simultaneous dimension reduction and variable selection in modeling high dimensional data. (English) Zbl 1464.62113 Comput. Stat. Data Anal. 112, 242-256 (2017). MSC: 62-08 62J05 62H25 PDFBibTeX XMLCite \textit{J. R. G. Lansangan} and \textit{E. B. Barrios}, Comput. Stat. Data Anal. 112, 242--256 (2017; Zbl 1464.62113) Full Text: DOI
Plan, Y.; Vershynin, R.; Yudovina, E. High-dimensional estimation with geometric constraints. (English) Zbl 1383.62121 Inf. Inference 6, No. 1, 1-40 (2017). MSC: 62G08 62H12 94A12 PDFBibTeX XMLCite \textit{Y. Plan} et al., Inf. Inference 6, No. 1, 1--40 (2017; Zbl 1383.62121) Full Text: DOI arXiv
Ding, Xin; Qiu, Ziyi; Chen, Xiaohui Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models. (English) Zbl 1403.62159 Electron. J. Stat. 11, No. 2, 3871-3902 (2017). MSC: 62M10 62H12 62G20 62P05 PDFBibTeX XMLCite \textit{X. Ding} et al., Electron. J. Stat. 11, No. 2, 3871--3902 (2017; Zbl 1403.62159) Full Text: DOI arXiv Euclid
Wang, Lili; Aue, Alexander; Paul, Debashis Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions. (English) Zbl 1388.62272 Bernoulli 23, No. 4A, 2181-2209 (2017). Reviewer: Ruxandra Stoean (Craiova) MSC: 62M10 62M15 60B20 PDFBibTeX XMLCite \textit{L. Wang} et al., Bernoulli 23, No. 4A, 2181--2209 (2017; Zbl 1388.62272) Full Text: DOI arXiv Euclid
Kong, Xin-Bing; Liu, Zhi; Yao, Yuan; Zhou, Wang Sure screening by ranking the canonical correlations. (English) Zbl 1402.62071 Test 26, No. 1, 46-70 (2017). MSC: 62G08 62H20 62P10 PDFBibTeX XMLCite \textit{X.-B. Kong} et al., Test 26, No. 1, 46--70 (2017; Zbl 1402.62071) Full Text: DOI
Hilafu, Haileab Random sliced inverse regression. (English) Zbl 1422.62211 Commun. Stat., Simulation Comput. 46, No. 5, 3516-3526 (2017). MSC: 62H25 62P10 62G07 PDFBibTeX XMLCite \textit{H. Hilafu}, Commun. Stat., Simulation Comput. 46, No. 5, 3516--3526 (2017; Zbl 1422.62211) Full Text: DOI
Wang, Xiuli; Wang, Mingqiu Adaptive group bridge estimation for high-dimensional partially linear models. (English) Zbl 1366.62146 J. Inequal. Appl. 2017, Paper No. 158, 18 p. (2017). MSC: 62J07 62F12 62E20 PDFBibTeX XMLCite \textit{X. Wang} and \textit{M. Wang}, J. Inequal. Appl. 2017, Paper No. 158, 18 p. (2017; Zbl 1366.62146) Full Text: DOI
Nam, Jin Hyun; Kim, Donguk Modified linear discriminant analysis using block covariance matrix in high-dimensional data. (English) Zbl 1422.62242 Commun. Stat., Simulation Comput. 46, No. 3, 1796-1807 (2017). MSC: 62J05 62H20 PDFBibTeX XMLCite \textit{J. H. Nam} and \textit{D. Kim}, Commun. Stat., Simulation Comput. 46, No. 3, 1796--1807 (2017; Zbl 1422.62242) Full Text: DOI
Lecué, Guillaume; Mendelson, Shahar Sparse recovery under weak moment assumptions. (English) Zbl 1414.62135 J. Eur. Math. Soc. (JEMS) 19, No. 3, 881-904 (2017). Reviewer: Nicoleta Breaz (Alba Iulia) MSC: 62G08 62J05 PDFBibTeX XMLCite \textit{G. Lecué} and \textit{S. Mendelson}, J. Eur. Math. Soc. (JEMS) 19, No. 3, 881--904 (2017; Zbl 1414.62135) Full Text: DOI arXiv
Li, Yujie; Li, Gaorong; Lian, Heng; Tong, Tiejun Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models. (English) Zbl 1360.62180 J. Multivariate Anal. 155, 133-150 (2017). MSC: 62G08 62J02 62H12 62G20 PDFBibTeX XMLCite \textit{Y. Li} et al., J. Multivariate Anal. 155, 133--150 (2017; Zbl 1360.62180) Full Text: DOI
Ayyala, Deepak Nag; Park, Junyong; Roy, Anindya Mean vector testing for high-dimensional dependent observations. (English) Zbl 1351.62112 J. Multivariate Anal. 153, 136-155 (2017). MSC: 62H15 62F30 62M10 PDFBibTeX XMLCite \textit{D. N. Ayyala} et al., J. Multivariate Anal. 153, 136--155 (2017; Zbl 1351.62112) Full Text: DOI arXiv
Luo, Ruiyan; Qi, Xin Signal extraction approach for sparse multivariate response regression. (English) Zbl 1351.62110 J. Multivariate Anal. 153, 83-97 (2017). MSC: 62H12 62J07 PDFBibTeX XMLCite \textit{R. Luo} and \textit{X. Qi}, J. Multivariate Anal. 153, 83--97 (2017; Zbl 1351.62110) Full Text: DOI arXiv
Mao, Guangyu Testing for error cross-sectional independence using pairwise augmented regressions. (English) Zbl 1521.62118 Econom. J. 19, No. 3, 237-260 (2016). MSC: 62J05 62F03 62M10 PDFBibTeX XMLCite \textit{G. Mao}, Econom. J. 19, No. 3, 237--260 (2016; Zbl 1521.62118) Full Text: DOI