Prediction in abundant high-dimensional linear regression (Q391850): Difference between revisions

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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+Q3788920
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+Fisher lecture: Dimension reduction in regression
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+Principal fitted components for dimension reduction in regression
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+On the mean and variance of the generalized inverse of a singular Wishart matrix
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+Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+A Statistical View of Some Chemometrics Regression Tools
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+Sparse inverse covariance estimation with the graphical lasso
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+A paradox concerning nuisance parameters and projected estimating functions
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+Ridge Regression: Biased Estimation for Nonorthogonal Problems
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+Sparse covariance thresholding for high-dimensional variable selection
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+All Invariant Moments of the Wishart Distribution
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+The commutation matrix: Some properties and applications
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+Covariance estimation: the GLM and regularization perspectives
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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+Sparse permutation invariant covariance estimation
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+Estimation in high-dimensional linear models with deterministic design matrices
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+Covariance-Regularized Regression and Classification for high Dimensional Problems
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+Model selection and estimation in the Gaussian graphical model
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+Regularization and Variable Selection Via the Elastic Net
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+The Adaptive Lasso and Its Oracle Properties
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+Publication:391850