Pages that link to "Item:Q147375"
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The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):
Displayed 50 items.
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data (Q80801) (← links)
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- biospear (Q147380) (← links)
- Manifold elastic net: a unified framework for sparse dimension reduction (Q408616) (← links)
- Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
- Weighted composite quantile estimation and variable selection method for censored regression model (Q419199) (← links)
- Shrinkage estimation for identification of linear components in additive models (Q419212) (← links)
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data (Q419227) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
- Variable selection in semiparametric regression analysis for longitudinal data (Q421404) (← links)
- Group selection in high-dimensional partially linear additive models (Q424816) (← links)
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
- Model selection in linear mixed effect models (Q432304) (← links)
- Variable selection in robust regression models for longitudinal data (Q432312) (← links)
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
- Oracle properties of SCAD-penalized support vector machine (Q433741) (← links)
- On efficient calculations for Bayesian variable selection (Q434881) (← links)
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989) (← links)
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- Surveying and comparing simultaneous sparse approximation (or group-lasso) algorithms (Q537241) (← links)
- Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
- Improved variable selection with forward-lasso adaptive shrinkage (Q542500) (← links)
- Random lasso (Q542508) (← links)
- Sparse modeling of categorial explanatory variables (Q542985) (← links)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Performance guarantees for individualized treatment rules (Q548554) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- Sparse recovery under matrix uncertainty (Q605921) (← links)
- Subset selection for vector autoregressive processes via adaptive Lasso (Q613145) (← links)
- Variable selection and regression analysis for graph-structured covariates with an application to genomics (Q614169) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619144) (← links)
- Coordinate-independent sparse sufficient dimension reduction and variable selection (Q620565) (← links)
- Penalized least squares for single index models (Q622428) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
- Variable selection for semiparametric varying-coefficient partially linear models with missing response at random (Q644651) (← links)
- Model selection via adaptive shrinkage with \(t\) priors (Q650694) (← links)
- Estimation and variable selection for generalized additive partial linear models (Q651013) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Variable selection in a class of single-index models (Q652608) (← links)
- Penalized maximum likelihood estimation and variable selection in geostatistics (Q661173) (← links)