Pages that link to "Item:Q3405559"
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The following pages link to A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) (Q3405559):
Displaying 50 items.
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Leveraging mixed and incomplete outcomes via reduced-rank modeling (Q105484) (← links)
- Model-based boosting in R: a hands-on tutorial using the R package mboost (Q110461) (← links)
- Bayesian variable selection with shrinking and diffusing priors (Q118687) (← links)
- Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence (Q147727) (← links)
- An MM Algorithm for Split Feasibility Problems (Q150985) (← links)
- Model selection in linear mixed models (Q252741) (← links)
- ``Virus hunting'' using radial distance weighted discrimination (Q262396) (← links)
- BFLCRM: a Bayesian functional linear Cox regression model for predicting time to conversion to Alzheimer's disease (Q262406) (← links)
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
- Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection (Q333348) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- Variable selection for single-index varying-coefficient model (Q372228) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
- Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
- Impacts of high dimensionality in finite samples (Q385798) (← links)
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738) (← links)
- On the border of extreme and mild spiked models in the HDLSS framework (Q413760) (← links)
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Estimation in high-dimensional linear models with deterministic design matrices (Q447831) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector (Q470502) (← links)
- High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
- Sparse linear discriminant analysis by thresholding for high dimensional data (Q548558) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- Comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619144) (← links)
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138) (← links)
- Adaptive LASSO for general transformation models with right censored data (Q693274) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution (Q715499) (← links)
- APPLE: approximate path for penalized likelihood estimators (Q746326) (← links)
- Sparse hierarchical regression with polynomials (Q782451) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
- Stein's method for nonlinear statistics: a brief survey and recent progress (Q900755) (← links)
- Reliable inference for complex models by discriminative composite likelihood estimation (Q901279) (← links)
- On selecting interacting features from high-dimensional data (Q1621350) (← links)
