Variable selection for semiparametric regression models with iterated penalisation (Q2892927): Difference between revisions

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+Penalized variable selection procedure for Cox models with semiparametric relative risk
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Semiparametric and nonparametric methods in econometrics
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+Asymptotic properties of bridge estimators in sparse high-dimensional regression models
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+Variable selection in semiparametric regression modeling
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+The Group Lasso for Logistic Regression
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+Relaxed Lasso
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+High-dimensional graphs and variable selection with the Lasso
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+Semiparametric Regression
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+Convergence of a block coordinate descent method for nondifferentiable minimization
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+High-dimensional generalized linear models and the lasso
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+Weak convergence and empirical processes. With applications to statistics
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+SCAD-penalized regression in high-dimensional partially linear models
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+Model Selection and Estimation in Regression with Grouped Variables
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+Nearly unbiased variable selection under minimax concave penalty
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
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+Publication:2892927