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Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap
v1v2 (latest)

Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap

Annals of Statistics (Ann. Stat.), 2020
17 September 2020
Yunyi Zhang
D. Politis
ArXiv (abs)PDFHTML

Papers citing "Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap"

4 / 4 papers shown
Statistical inference of high-dimensional vector autoregressive time
  series with non-i.i.d. innovations
Statistical inference of high-dimensional vector autoregressive time series with non-i.i.d. innovations
Yunyi Zhang
188
1
0
11 Oct 2023
High Dimensional Generalised Penalised Least Squares
High Dimensional Generalised Penalised Least Squares
Ilias Chronopoulos
Katerina Chrysikou
G. Kapetanios
516
3
0
14 Jul 2022
Debiased and threshold ridge regression for linear model with
  heteroskedastic and dependent error
Debiased and threshold ridge regression for linear model with heteroskedastic and dependent error
Yunyi Zhang
D. Politis
294
1
0
26 Oct 2021
Bootstrap prediction intervals with asymptotic conditional validity and
  unconditional guarantees
Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees
Yunyi Zhang
D. Politis
192
8
0
19 May 2020
1
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