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p-Values for High-Dimensional Regression

Meinshausen, Nicolai; Meier, Lukas; Bühlmann, Peter - In: Journal of the American Statistical Association 104 (2009) 488, pp. 1671-1681

Persistent link: https://www.econbiz.de/10008784160

Stability selection

Meinshausen, Nicolai; Bühlmann, Peter - In: Journal of the Royal Statistical Society Series B 72 (2010) 4, pp. 417-473

Estimation of structure, such as in variable selection, graphical modelling or cluster analysis, is notoriously difficult, especially for high dimensional data. We introduce stability selection. It is based on subsampling in combination with (high dimensional) selection algorithms. As such, the...

Persistent link: https://www.econbiz.de/10008670658

ℓ <Subscript>1</Subscript>-penalization for mixture regression models

Städler, Nicolas; Bühlmann, Peter; Geer, Sara - In: TEST: An Official Journal of the Spanish Society of … 19 (2010) 2, pp. 209-256

Persistent link: https://www.econbiz.de/10008674090

Rejoinder: ℓ <Subscript>1</Subscript>-penalization for mixture regression models

Städler, Nicolas; Bühlmann, Peter; Geer, Sara - In: TEST: An Official Journal of the Spanish Society of … 19 (2010) 2, pp. 280-285

Persistent link: https://www.econbiz.de/10008674094

Boosting with the L2 loss : regresion and classification

Bühlmann, Peter; Yu, Bin - In: Journal of the American Statistical Association : JASA 98 (2003) 462, pp. 324-339

Persistent link: https://www.econbiz.de/10001785215

Causal statistical inference in high dimensions

Bühlmann, Peter - In: Mathematical methods of operations research 77 (2013) 3, pp. 357-370

Persistent link: https://www.econbiz.de/10010142732

Volatility and risk estimation with linear and nonlinear methods based on high frequency data

Dettling, Marcel; Bühlmann, Peter - In: Applied financial economics 14 (2004) 10, pp. 717-730

Persistent link: https://www.econbiz.de/10007648868

Nonparametric Bayes Conditional Distribution Modeling With Variable Selection

Meinshausen, Nicolai; Meier, Lukas; Bühlmann, Peter - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1646-1661

Persistent link: https://www.econbiz.de/10008376184

Volatility estimation with functional gradient descent for very high-dimensional financial time series

Audrino, Francesco; Bühlmann, Peter - In: The journal of computational finance 6 (2003) 3, pp. 65-89

Persistent link: https://www.econbiz.de/10001753395

Volatility and risk estimation with linear and nonlinear methods based on high frequency data

Dettling, Marcel; Bühlmann, Peter - In: Applied financial economics 14 (2004) 10, pp. 717-729

Persistent link: https://www.econbiz.de/10002111044