Oracle inequalities for high dimensional vector autoregressions

Oracle inequalities for high dimensional vector autoregressions

<p style="text-align:justify;"> This paper establishes non-asymptotic oracle inequalities for the prediction error and estimation accuracy of the LASSO in stationary vector autoregressive models. These inequalities are used to establish consistency of the LASSO even when the number...

Bibliografski detalji
Glavni autori:	Kock, A, Callot, L
Format:	Journal article
Izdano:	Elsevier 2015

Slični predmeti

Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
od: Kock, A
Izdano: (2016)

Oracle inequalities for convex loss functions with nonlinear targets
od: Caner, M, i dr.
Izdano: (2015)

Oracle inequalities for weighted group lasso in high-dimensional misspecified Cox models
od: Yijun Xiao, i dr.
Izdano: (2020-11-01)

Sharp threshold detection based on sup-norm error rates in high-dimensional models
od: Callot, L, i dr.
Izdano: (2017)

Stable Recovery of Sparse Signals and an Oracle Inequality
od: Cai, T. Tony, i dr.
Izdano: (2011)

Compound Poisson point processes, concentration and oracle inequalities
od: Huiming Zhang, i dr.
Izdano: (2019-12-01)

COMPARISON MRCD AND ORACLE FOR ESTIMATING THE DETERMINANT OF HIGH DIMENSIONAL COVARIANCE MATRIX
od: Fatimah Abdul – Hammeed Jawad Al – Bermani, i dr.
Izdano: (2024-05-01)

Oracle Essbase & Oracle OLAP : the guide to Oracle's multidimensional solution /
od: Schrader, Michael
Izdano: (2010)

Effective oracle by design : design and build-high-performance oracle applications /
od: 259493 Kyte, Thomas
Izdano: (2003)

Order determination in general vector autoregressions.
od: Nielsen, B
Izdano: (2001)

Order determination in general vector autoregressions.
od: Nielsen, B
Izdano: (2006)

Counterfactual reasoning with vector autoregressive models
od: Kurt Butler, i dr.
Izdano: (2025-03-01)

VECTOR AUTOREGRESSIVE MODELS USING “R”
od: Ciprian ALEXANDRU, i dr.
Izdano: (2013-06-01)

On the Oracle Properties of Bayesian Random Forest for Sparse High-Dimensional Gaussian Regression
od: Oyebayo Ridwan Olaniran, i dr.
Izdano: (2023-12-01)

A high throughput generative vector autoregression model for stochastic synapses
od: Tyler Hennen, i dr.
Izdano: (2022-08-01)

Quick start guide to Oracle Fusion development : Oracle jDeveloper and Oracle ADF /
od: 506878 Ronald, Grant
Izdano: (c201)

Sparse Boosting for Additive Spatial Autoregressive Model with High Dimensionality
od: Mu Yue, i dr.
Izdano: (2025-02-01)

Test for cointegration rank in general vector autoregressions.
od: Nielsen, B
Izdano: (2009)

Analysis of the use of vector autoregressions in economic forecasting
od: Svetunkov S.G.
Izdano: (2023-01-01)

Government Expenditure in Maluku: Autoregressive Vector Analysis
od: Jacobus Cliff Diky Rijoly
Izdano: (2019-06-01)

Consistent and conservative model selection with the adaptive Lasso in stationary and nonstationary autoregressions
od: Kock, A
Izdano: (2015)

Oracle high-performance SQL tuning /
od: 176973 Burleson, Donald K.
Izdano: (2001)

Pro oracle spatial for oracle database 11g /
od: 196067 Kothuri, Ravikanth V., i dr.
Izdano: (2007)

Multivariate autoregressive model estimation for high-dimensional intracranial electrophysiological data
od: Christopher M. Endemann, i dr.
Izdano: (2022-07-01)

Introduction to oracle /
od: 420770 Bronzite, Michael
Izdano: (1989)

The oracle of Stamboul /
od: Lukas, Michael David
Izdano: (2011)

Lady oracle /
od: 417077 Atwood, Margaret
Izdano: (1976)

The last oracle /
od: 453948 Rollins, James
Izdano: (2008)

Lady oracle /
od: Atwood, Margaret Eleanor, 1939-
Izdano: (1982)

Oracle JDeveloper /
od: 366258 Jensen, Cary, i dr.
Izdano: (1998)

ORACLE CLOUD
od: Бакунова О. М., i dr.
Izdano: (2018-05-01)

Application of vector autoregressive model in multiple time series /
od: Zuharah Jaafar, 1985-, i dr.
Izdano: (2012)

Bayesian vector autoregression time series forecasting model
od: Chen, Wen.
Izdano: (2008)

A Structured Vector Autoregressive (VAR) for Iranian Economy
od: Nasser Khiabani, i dr.
Izdano: (2010-03-01)

Causal Vector Autoregression Enhanced with Covariance and Order Selection
od: Marianna Bolla, i dr.
Izdano: (2023-02-01)

MACROECONOMIC FORECASTING USING BAYESIAN VECTOR AUTOREGRESSIVE APPROACH
od: D. Tutberidze, i dr.
Izdano: (2017-04-01)

An Approach of Vector Autoregression Model for Inflation Analysis in Indonesia
od: Idah Zuhroh, i dr.
Izdano: (2018-03-01)

Damage Diagnosis of Bolt Loosening via Vector Autoregressive - Support Vector Machines
od: Mahmut Pekedis
Izdano: (2020-09-01)

Oracle : building high performance online systems /
od: 433882 Inmon, William H.
Izdano: (1989)

Oracle Fusion developer guide : building rich Internet applications with Oracle ADF business components and Oracle ADF Faces /
od: 498736 Nimphius, Frank, i dr.
Izdano: (c201)