Oracle Inequality for Sparse Trace Regression Models with Exponential β-mixing Errors

Lasso guarantees for $\beta$-mixing heavy-tailed time series

(2020) Kam Chung Wong et al.   ANNALS OF STATISTICS

Generalized high-dimensional trace regression via nuclear norm regularization

(2019) Jianqing Fan et al.   JOURNAL OF ECONOMETRICS

Square-Root LASSO for High-Dimensional Sparse Linear Systems with Weakly Dependent Errors

(2017) Fang Xie et al.   JOURNAL OF TIME SERIES ANALYSIS

Lasso for sparse linear regression with exponentiallyβ-mixing errors

(2017) Fang Xie et al.   STATISTICS & PROBABILITY LETTERS

A Unified Framework for High-Dimensional Analysis of $M$-Estimators with Decomposable Regularizers

(2012) Sahand N. Negahban et al.   STATISTICAL SCIENCE

Estimation of (near) low-rank matrices with noise and high-dimensional scaling

(2011) Sahand Negahban et al.   ANNALS OF STATISTICS

Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion

(2011) Vladimir Koltchinskii et al.   ANNALS OF STATISTICS

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS