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Chatterjee, Arindam - Statistics and Mathematics Unit, Indian Statistical Institute Delhi Centre
Asymptotic properties of the residual bootstrap for Lasso estimators
Ann Inst Stat Math DOI 10.1007/s10463-008-0210-4
Arindam Chatterjee Stat-Math Unit
Bootstrapping Lasso estimators A. Chatterjee
Journal of Statistical Planning and Inference 137 (2007) 35703590 www.elsevier.com/locate/jspi
Stat 271, Autumn 2010, MSQE I Practice Problems
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY
Edgeworth expansions for spectral density A. Chatterjee
Strong consistency of Lasso estimators A. Chatterjee and S. N. LahiriX
R for Beginners Emmanuel Paradis
1 Basics on counting In order to get into the subject of Probability theory, we will go through some introductory material on the
Neyman Pearson Lemma This is a concise description of what we discussed in class. We begin with some basic notation. For any r.v.
Most powerful tests for Uniform distribution Suppose tX1, . . . , Xnu is iid Up0, q. We want find a size p0, 1q UMP test for the testing problem
Non existence of an UMVUE of the mean in some families In one of the examples presented in the class it was stated that there will not be any UMVUE of the mean
Rates of convergence of the Adaptive LASSO estimators to the Oracle distribution and higher order
R for Beginners Emmanuel Paradis