166 citations · 424 across the 44 of their papers we have counts for
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stat.ML2017★ 1 cited
Maximum Regularized Likelihood Estimators: A General Prediction Theory and Applications
Rui Zhuang, Johannes Lederer
Maximum regularized likelihood estimators (MRLEs) are arguably the most established class of estimators in high-dimensional statistics. In this paper, we derive guarantees for MRLE…
math.ST2017★ 8 cited
Inference for high-dimensional instrumental variables regression
David Gold, Johannes Lederer, Jing Tao
This paper concerns statistical inference for the components of a high-dimensional regression parameter despite possible endogeneity of each regressor. Given a first-stage linear m…