Variable selection in linear measurement error models via penalized score functions (Q393629): Difference between revisions

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-.1016/j.jspi.2013.07.014
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@@ Property / cites work @@
+Measurement Error in Nonlinear Models
@@ Property / cites work: Measurement Error in Nonlinear Models / rank @@
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+Objective Bayesian Variable Selection
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+Mixtures of <i>g</i> Priors for Bayesian Variable Selection
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+Variable selection in measurement error models
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+Asymptotic properties of criteria for selection of variables in multiple regression
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+Improving generalised estimating equations using quadratic inference functions
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+Estimating the dimension of a model
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+Q3769790
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+Q4864293
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+Locally efficient semiparametric estimators for functional measurement error models
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+Bayesian Information Criterion for Censored Survival Models
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+Wilcoxon-type generalized Bayesian information criterion
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+Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
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+Adaptive Lasso for Cox's proportional hazards model
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+The Adaptive Lasso and Its Oracle Properties
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+Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
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@@ Property / DOI @@
+.1016/J.JSPI.2013.07.014
@@ Property / DOI: 10.1016/J.JSPI.2013.07.014 / rank @@
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