Search Results - subject:"oracle"

Parametric and semiparametric reduced-rank regression with flexible sparsity

Lian, Heng; Feng, Sanying; Zhao, Kaifeng - In: Journal of Multivariate Analysis 136 (2015) C, pp. 163-174

We consider joint rank and variable selection in multivariate regression. Previously proposed joint rank and variable selection approaches assume that different responses are related to the same set of variables, which suggests using a group penalty on the rows of the coefficient matrix....

Persistent link: https://www.econbiz.de/10011208474

Robust spline-based variable selection in varying coefficient model

Feng, Long; Zou, Changliang; Wang, Zhaojun; Wei, Xianwu; … - In: Metrika 78 (2015) 1, pp. 85-118

estimator can be as efficient as the oracle estimator. Simulation studies show that our procedure has better performance than …

Persistent link: https://www.econbiz.de/10011151397

Sparse and efficient estimation for partial spline models with increasing dimension

Cheng, Guang; Zhang, Hao; Shang, Zuofeng - In: Annals of the Institute of Statistical Mathematics 67 (2015) 1, pp. 93-127

estimation simultaneously. We establish the convergence rate and oracle properties of the estimator under weak regularity …

Persistent link: https://www.econbiz.de/10011152096

Functional index coefficient models with variable selection

Cai, Zongwu; Juhl, Ted; Yang, Bingduo - In: Journal of econometrics 189 (2015) 2, pp. 272-284

Persistent link: https://www.econbiz.de/10011504526

Oracle-based robust optimization via online learning

Ben-Tal, Aharon; Hazan, Elad; Koren, Tomer; Mannor, Shie - In: Operations research 63 (2015) 3, pp. 628-638

Persistent link: https://www.econbiz.de/10011292951

Polynomial-time computation of exact correlated equilibrium in compact games

Jiang, Albert Xin; Leyton-Brown, Kevin - In: Games and economic behavior 91 (2015), pp. 347-359

Persistent link: https://www.econbiz.de/10011385841

Select the valid and relevant moments : an information-based LASSO for GMM with many moments

Cheng, Xu; Liao, Zhipeng - In: Journal of econometrics 186 (2015) 2, pp. 443-464

Persistent link: https://www.econbiz.de/10011349446

Oracle inequalities for high dimensional vector autoregressions

Kock, Anders Bredahl; Callot, Laurent - In: Journal of econometrics 186 (2015) 2, pp. 325-344

Persistent link: https://www.econbiz.de/10011349464

On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property

Chatterjee, Arindam; Gupta, S.; Lahiri, S. N. - In: Journal of econometrics 186 (2015) 2, pp. 317-324

Persistent link: https://www.econbiz.de/10011349472

Optimierung eines Marktdateninformationssystems durch Nutzung implementierter statistischer Datenbankfunktionen am Beispiel von Oracle 9i

Wagner, Andreas; Felden, Carsten - 2004

Persistent link: https://www.econbiz.de/10002049616