166 citations · 424 across the 44 of their papers we have counts for
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math.ST2012★ 11 cited
A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression
Michaël Chichignoud, Johannes Lederer
We introduce a robust and fully adaptive method for pointwise estimation in heteroscedastic regression. We allow for noise and design distributions that are unknown and fulfill ver…
math.ST2012
How Correlations Influence Lasso Prediction
Mohamed Hebiri, Johannes C. Lederer
We study how correlations in the design matrix influence Lasso prediction. First, we argue that the higher the correlations are, the smaller the optimal tuning parameter is. This i…