Sparse semiparametric discriminant analysis (Q2256757): Difference between revisions

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+Adapting to unknown sparsity by controlling the false discovery rate
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+Simultaneous analysis of Lasso and Dantzig selector
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+A Direct Estimation Approach to Sparse Linear Discriminant Analysis
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+Estimation of copula-based semiparametric time series models
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+Efficient Estimation of Semiparametric Multivariate Copula Models
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+Least angle regression. (With discussion)
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+High-dimensional classification using features annealed independence rules
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+A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Classifier technology and the illusion of progress
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+Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
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+Discriminant analysis through a semiparametric model
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+High-dimensional semiparametric Gaussian copula graphical models
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+A unified approach to model selection and sparse recovery using regularized least squares
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+A direct approach to sparse discriminant analysis in ultra-high dimensions
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+High-dimensional graphs and variable selection with the Lasso
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+Sparse linear discriminant analysis by thresholding for high dimensional data
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+Multivariate Dispersion Models Generated From Gaussian Copula
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+Q4864293
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+DALASS: variable selection in discriminant analysis via the LASSO
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+Semiparametric estimation in copula models
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+On the conditions used to prove oracle results for the Lasso
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Penalized Classification using Fisher’s Linear Discriminant
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+Regularized rank-based estimation of high-dimensional nonparanormal graphical models
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+Nearly unbiased variable selection under minimax concave penalty
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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