Pages that link to "Item:Q2388979"

The following pages link to On the adaptive elastic net with a diverging number of parameters (Q2388979):

Displaying 50 items.

• Complete subset regressions (Q134090) (← links)
• Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence (Q147727) (← links)
• On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
• Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
• Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
• Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
• Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
• Fast and scalable Lasso via stochastic Frank-Wolfe methods with a convergence guarantee (Q331671) (← links)
• Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
• Manifold elastic net: a unified framework for sparse dimension reduction (Q408616) (← links)
• Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
• Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
• SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
• Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function (Q484854) (← links)
• Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← 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)
• A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
• The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
• Variable selection for varying-coefficient models with the sparse regularization (Q736986) (← links)
• Adaptive and reversed penalty for analysis of high-dimensional correlated data (Q823261) (← links)
• Variable selection in high-dimensional linear model with possibly asymmetric errors (Q829750) (← links)
• Generalized co-sparse factor regression (Q830453) (← links)
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
• Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations (Q1621346) (← links)
• Model selection consistency of Lasso for empirical data (Q1624086) (← links)
• Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
• Robust group identification and variable selection in regression (Q1658186) (← links)
• The use of random-effect models for high-dimensional variable selection problems (Q1659014) (← links)
• Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
• Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
• Generalized F-test for high dimensional regression coefficients of partially linear models (Q1697682) (← links)
• A group adaptive elastic-net approach for variable selection in high-dimensional linear regression (Q1705570) (← links)
• Regression adjustment for treatment effect with multicollinearity in high dimensions (Q1727920) (← links)
• Modified SCAD penalty for constrained variable selection problems (Q1731229) (← links)
• Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension (Q1731372) (← links)
• Convex and non-convex regularization methods for spatial point processes intensity estimation (Q1746561) (← links)
• Robust variable selection for finite mixture regression models (Q1753969) (← links)
• Model selection via standard error adjusted adaptive Lasso (Q1934485) (← links)
• Variable selection in linear mixed effects models (Q1940766) (← links)
• Shrinkage estimation analysis of correlated binary data with a diverging number of parameters (Q1945499) (← links)
• Regularized \(k\)-means clustering of high-dimensional data and its asymptotic consistency (Q1950809) (← links)
• Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099) (← links)
• The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
• Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (Q1989897) (← links)
• Efficient regularized regression with \(L_0\) penalty for variable selection and network construction (Q2011726) (← links)
• Double fused Lasso regularized regression with both matrix and vector valued predictors (Q2044365) (← links)
• Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
• The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)