Pages that link to "Item:Q744756"

The following pages link to Variable selection in high-dimensional double generalized linear models (Q744756):

Displaying 9 items.

• Penalized weighted composite quantile estimators with missing covariates (Q259661) (← links)
• Variable selection for generalized varying coefficient models with longitudinal data (Q259668) (← links)
• Principal component selection via adaptive regularization method and generalized information criterion (Q513693) (← links)
• B spline variable selection for the single index models (Q1685210) (← links)
• A note on quantile feature screening via distance correlation (Q2010823) (← links)
• Model-free conditional screening via conditional distance correlation (Q2175650) (← links)
• Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114) (← links)
• A procedure for variable selection in double generalized linear models (Q5096681) (← links)
• Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso (Q5107441) (← links)