Variance estimation in high-dimensional linear models

Lee H. Dicker

Type: Article

Publication Date: 2014-03-06

Citations: 95

DOI: https://doi.org/10.1093/biomet/ast065

View Publication

Locations

Biometrika - View

Similar Works

Action	Title	Year	Authors
+	Residual variance and the signal-to-noise ratio in high-dimensional linear models	2012	Lee H. Dicker
+	Misspecification Analysis of High-Dimensional Random Effects Models for Estimation of Signal-to-Noise Ratios	2022	Xiaohan Hu Xiaodong Li
+	High-dimensional covariance matrix estimation	2020	Clifford Lam
+	Estimating The Proportion of Signal Variables Under Arbitrary Covariance Dependence	2021	X. Jessie Jeng
+	EigenPrism: Inference for High-Dimensional Signal-to-Noise Ratios	2015	Lucas Janson Rina Foygel Barber Emmanuel J. Candès
+	EigenPrism: Inference for High-Dimensional Signal-to-Noise Ratios	2015	Lucas Janson Rina Foygel Barber Emmanuel J. Candès
+ PDF Chat	Estimating the proportion of signal variables under arbitrary covariance dependence	2023	X. Jessie Jeng
+ PDF Chat	EigenPrism: Inference for High Dimensional Signal-to-Noise Ratios	2016	Lucas Janson Rina Foygel Barber Emmanuel J. Candès
+ PDF Chat	Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior	2020	Chang Liu Yue Yang Howard D. Bondell Ryan R. Martin
+	Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior	2018	Chang Liu Yue Yang Howard D. Bondell Ryan R. Martin
+ PDF Chat	High‐dimensional covariance matrix estimation	2019	Clifford Lam
+	Estimation of variances and covariances for high‐dimensional data: a selective review	2014	Tiejun Tong Cheng Wang Yuedong Wang
+	Significance testing for variable selection in high-dimension	2015	Jean-Michel Bécu Christophe Ambroise Yves Grandvalet Cyril Dalmasso
+ PDF Chat	Empirical Bayes inference in sparse high-dimensional generalized linear models	2024	Yiqi Tang Ryan A. Martin
+	Nonparametric Empirical Bayes Estimation and Testing for Sparse and Heteroscedastic Signals	2021	Junhui Cai Xu Han Ya’acov Ritov Linda Zhao
+	High-dimensional inference in linear models: robustness and adaptivity to model sparsity	2016	Yinchu Zhu Jelena Bradić
+	Topics in high-dimensional inference	2009	Wenhua Jiang
+	Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity	2019	Yuh‐Jenn Wu Li-Hsueh Cheng Wei-Quan Fang
+	Significance testing in non-sparse high-dimensional linear models	2018	Yinchu Zhu Jelena Bradić
+ PDF Chat	Model-free Variable Selection and Inference for High-dimensional Data	2024	Shangyuan Ye Shauna Rakshe Ye Liang

Works That Cite This (77)

Action	Title	Year	Authors
+	Correlation adjusted debiased Lasso: debiasing the Lasso with inaccurate covariate model	2024	Michael Celentano Andrea Montanari
+	Most powerful test against a sequence of high dimensional local alternatives	2022	Yi He Sombut Jaidee Jiti Gao
+ PDF Chat	Semisupervised Inference for Explained Variance in High Dimensional Linear Regression and its Applications	2020	Tommaso Cai Zijian Guo
+	Prediction error of cross-validated Lasso	2015	Sourav Chatterjee Jafar Jafarov
+	Maximum Likelihood for Variance Estimation in High-Dimensional Linear Models	2016	Lee H. Dicker Murat A. Erdogdu
+	Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares	2018	Xiao Guo Guang Cheng
+	Nonparametric empirical Bayes and maximum likelihood estimation for high-dimensional data analysis	2014	Lee H. Dicker Sihai Dave Zhao
+ PDF Chat	Optimal sparsity testing in linear regression model	2021	Alexandra Carpentier Nicolas Verzélen
+	Prediction risk for global-local shrinkage regression	2016	Anindya Bhadra Jyotishka Datta Yunfan Li Nicholas G. Polson Brandon T. Willard
+ PDF Chat	Estimating the error variance in a high-dimensional linear model	2019	Guo Yu Jacob Bien

Works Cited by This (18)

Action	Title	Year	Authors
+ PDF Chat	The Risk Inflation Criterion for Multiple Regression	1994	Dean P. Foster Edward I. George
+ PDF Chat	On the “degrees of freedom” of the lasso	2007	Hui Zou Trevor Hastie Robert Tibshirani
+	The Hyperoctahedral Group, Symmetric Group Representations and the Moments of the Real Wishart Distribution	2005	Piotr Graczyk Gérard Letac Hélène Massam
+ PDF Chat	Optimal rates of convergence for estimating Toeplitz covariance matrices	2012	Tommaso Cai Zhao Ren Harrison H. Zhou
+ PDF Chat	Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance	2013	Lee H. Dicker
+ PDF Chat	A Direct Approach to False Discovery Rates	2002	John D. Storey
+	Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing	1995	Yoav Benjamini Yosef Hochberg
+ PDF Chat	Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression	2011	Jianqing Fan Shaojun Guo Ning Hao
+ PDF Chat	Fluctuations of eigenvalues and second order Poincaré inequalities	2007	Sourav Chatterjee
+	All Invariant Moments of the Wishart Distribution	2004	Gérard Letac Hélène Massam