Greedy forward regression for variable screening (Q4639813): Difference between revisions

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+Simultaneous analysis of Lasso and Dantzig selector
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+Decoding by Linear Programming
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+Extended Bayesian information criteria for model selection with large model spaces
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+Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Variable selection in linear mixed effects models
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Nonconcave Penalized Likelihood With NP-Dimensionality
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+Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Sure independence screening in generalized linear models with NP-dimensionality
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+Q2880959
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+Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
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+Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
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+Innovated interaction screening for high-dimensional nonlinear classification
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+Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
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+Q3543468
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+Variable selection in nonparametric additive models
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+Smoothly Clipped Absolute Deviation on High Dimensions
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+Asymptotics for Lasso-type estimators.
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+Feature Screening via Distance Correlation Learning
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+Robust rank correlation based screening
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+Q3145541
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+Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
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+Impacts of high dimensionality in finite samples
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+On varying-coefficient independence screening for high-dimensional varying-coefficient models
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+Q4864293
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+Forward Regression for Ultra-High Dimensional Variable Screening
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
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+Variable selection and estimation in high-dimensional varying-coefficient models
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+Consistent Model Selection for Marginal Generalized Additive Model for Correlated Data
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+Q3174050
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+Model-Free Feature Screening for Ultrahigh-Dimensional Data
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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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+On the adaptive elastic net with a diverging number of parameters
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