Pages that link to "Item:Q261840"
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The following pages link to Penalized likelihood regression for generalized linear models with non-quadratic penalties (Q261840):
Displayed 15 items.
- An MM Algorithm for Split Feasibility Problems (Q150985) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
- \(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models (Q1659085) (← links)
- Half-quadratic image restoration with a non-parallelism constraint (Q1703955) (← links)
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (Q1757274) (← links)
- Wavelet penalized likelihood estimation in generalized functional models (Q1945061) (← links)
- Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099) (← links)
- Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization (Q2425169) (← links)
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Flexible Mean and Dispersion Function Estimation in Extended Generalized Additive Models (Q3167862) (← links)
- (Q4969210) (← links)
- Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction (Q5026835) (← links)