Our paper “Inference for high-dimensional instrumental variables regression” has now been published. Congratulations again to David and Jing!
Category Archives: Published Paper
Tuning Parameters in Logistic Regression
Our paper “Tuning parameter calibration for
l1-regularized logistic regression” has now been published in the Journal of Statistical Planning and Inference.
Prediction Guarantees for the TREX
Our paper “Prediction error bounds for linear regression with the TREX” has now been published in Test.
Oracle inequalities for high-dimensional prediction
Our paper on oracle inequalities is now published in Bernoulli 2019, Vol. 25, No. 2, 1225-1255. The weblink is here.
Maximum regularized likelihood estimators
Our paper “Maximum regularized likelihood estimators: A general prediction theory and applications” has now been published here.