Karl B. Gregory

activity

20162026

most citedPerturbation Bootstrap in Adaptive Lasso

3 citations · 3 across the 4 of their papers we have counts for

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math.ST2026

New explanations and inference for least angle regression

Karl B. Gregory, Daniel J. Nordman

Efron et al. (2004) introduced least angle regression (LAR) as an algorithm for linear predictions, intended as an alternative to forward selection with connections to penalized re…

math.ST2016

Statistical inference in sparse high-dimensional additive models

Karl Gregory, Enno Mammen, Martin Wahl

In this paper we discuss the estimation of a nonparametric component $f_{1}$ of a nonparametric additive model $Y = f_{1} (X_{1}) + ... + f_{q} (X_{q}) + ε$ . We allow the number $q$ of additive c…