The following pages link to Hui Zou (Q248381):
Displayed 50 items.
- Multi-class AdaBoost (Q119640) (← links)
- The Adaptive Lasso and Its Oracle Properties (Q147375) (← links)
- (Q391514) (redirect page) (← links)
- Minimax optimal estimation of general bandable covariance matrices (Q391515) (← links)
- (Q440114) (redirect page) (← links)
- A penalized maximum likelihood approach to sparse factor analysis (Q440250) (← links)
- (Q510691) (redirect page) (← links)
- High-dimensional generalizations of asymmetric least squares regression and their applications (Q510692) (← links)
- (Q589704) (redirect page) (← links)
- Bayesian high-dimensional regression for change point analysis (Q667492) (← links)
- CoCoLasso for high-dimensional error-in-variables regression (Q682285) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- A cocktail algorithm for solving the elastic net penalized Cox's regression in high dimensions (Q897168) (← links)
- Composite quantile regression and the oracle model selection theory (Q930648) (← links)
- One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models (Q939653) (← links)
- Structured variable selection and estimation (Q965141) (← links)
- New multicategory boosting algorithms based on multicategory Fisher-consistent losses (Q999662) (← links)
- Regularized simultaneous model selection in multiple quantiles regression (Q1023905) (← links)
- Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas (Q1748867) (← links)
- Sparse semiparametric discriminant analysis (Q2256757) (← links)
- Correction: Strong oracle optimality of folded concave penalized estimation (Q2343969) (← links)
- SURE-tuned tapering estimation of large covariance matrices (Q2361207) (← links)
- Structured variable selection in support vector machines (Q2426827) (← links)
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
- Generalizing Koenker's distribution (Q2437869) (← links)
- On the ``degrees of freedom'' of the lasso (Q2466686) (← links)
- Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
- The fused Kolmogorov filter: a nonparametric model-free screening method (Q2515487) (← links)
- SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties (Q2976937) (← links)
- Sure independence screening and compressed random sensing (Q3011156) (← links)
- Regularized Parameter Estimation in High-Dimensional Gaussian Mixture Models (Q3016190) (← links)
- Efficient Global Approximation of Generalized Nonlinear ℓ<sub>1</sub>-Regularized Solution Paths and Its Applications (Q3069888) (← links)
- On varying-coefficient independence screening for high-dimensional varying-coefficient models (Q3195169) (← links)
- A direct approach to sparse discriminant analysis in ultra-high dimensions (Q3224213) (← links)
- (Q3498644) (← links)
- A note on path-based variable selection in the penalized proportional hazards model (Q3631492) (← links)
- Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices (Q4558606) (← links)
- Another Look at Distance-Weighted Discrimination (Q4603806) (← links)
- Multiclass Sparse Discriminant Analysis (Q4626680) (← links)
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression (Q4632620) (← links)
- Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices (Q4904725) (← links)
- (Q4928578) (← links)
- (Q4969067) (← links)
- Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration (Q5138882) (← links)
- A coordinate majorization descent algorithm for ℓ<sub>1</sub>penalized learning (Q5219208) (← links)
- Nonparametric multiple expectile regression via ER-Boost (Q5220800) (← links)
- Aggregated Expectile Regression by Exponential Weighting (Q5226603) (← links)
- Regularization and Variable Selection Via the Elastic Net (Q5313591) (← links)