Pages that link to "Item:Q274029"
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The following pages link to Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029):
Displaying 13 items.
- Variable selection in high-dimensional linear model with possibly asymmetric errors (Q829750) (← links)
- Model selection consistency of Lasso for empirical data (Q1624086) (← links)
- Detecting direct causality in multivariate time series: a comparative study (Q2025527) (← links)
- High-dimensional sign-constrained feature selection and grouping (Q2042289) (← links)
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures (Q2101407) (← links)
- Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
- An integrated precision matrix estimation for multivariate regression problems (Q2676914) (← links)
- High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
- Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models (Q5079021) (← links)
- Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data (Q5086389) (← links)
- Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking (Q5107785) (← links)
- High-dimensional index tracking based on the adaptive elastic net (Q5139249) (← links)
- One-step sparse estimates in the reverse penalty for high-dimensional correlated data (Q6099504) (← links)
