most citedAsymptotic normality in linear regression with approximately sparse structure

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math.ST2022★ 1 cited

Asymptotic normality in linear regression with approximately sparse structure

Saulius Jokubaitis, Remigijus Leipus

In this paper we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS struct…

econ.EM2019

Sparse structures with LASSO through Principal Components: forecasting GDP components in the short-run

Saulius Jokubaitis, Dmitrij Celov, Remigijus Leipus

This paper aims to examine the use of sparse methods to forecast the real, in the chain-linked volume sense, expenditure components of the US and EU GDP in the short-run sooner tha…