7 citations · 13 across the 9 of their papers we have counts for
4 papers · 1 filter
Consistent Order Selection under Non-Identifiability and Dependence
Eduardo Fonseca Mendes
We provide sufficient conditions for the consistency of penalized least squares procedures that select the order (dimension) of a regression model from a sequence of nested classes…
Generalized Information Criteria for Structured Sparse Models
Eduardo F. Mendes, Gabriel J. P. Pinto
Regularized m-estimators are widely used due to their ability of recovering a low-dimensional model in high-dimensional scenarios. Some recent efforts on this subject focused on cr…
An extended space approach for particle Markov chain Monte Carlo methods
Christopher K. Carter, Eduardo F. Mendes, Robert Kohn
In this paper we consider fully Bayesian inference in general state space models. Existing particle Markov chain Monte Carlo (MCMC) algorithms use an augmented model that takes int…
Model Selection Consistency for Cointegrating Regressions
Eduardo F. Mendes
We study the asymptotic properties of the adaptive Lasso in cointegration regressions in the case where all covariates are weakly exogenous. We assume the number of candidate I(1)…