Pages that link to "Item:Q147375"
From MaRDI portal
The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):
Displayed 50 items.
- Interquantile shrinkage and variable selection in quantile regression (Q1615197) (← links)
- Nonnegative-Lasso and application in index tracking (Q1615217) (← links)
- Model detection for functional polynomial regression (Q1615229) (← links)
- Stabilizing the Lasso against cross-validation variability (Q1615230) (← links)
- Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model (Q1615234) (← links)
- Modeling financial durations using penalized estimating functions (Q1615270) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- Change-point detection in high-dimensional covariance structure (Q1616311) (← links)
- Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
- Penalized likelihood and Bayesian function selection in regression models (Q1621251) (← links)
- Fast Bayesian model assessment for nonparametric additive regression (Q1621314) (← links)
- Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations (Q1621346) (← links)
- Estimation and variable selection for partially functional linear models (Q1622116) (← links)
- Group subset selection for linear regression (Q1623472) (← links)
- Monotone splines Lasso (Q1623607) (← links)
- Variable and boundary selection for functional data via multiclass logistic regression modeling (Q1623638) (← links)
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) (← links)
- Estimation of an oblique structure via penalized likelihood factor analysis (Q1623658) (← links)
- Partially linear structure identification in generalized additive models with NP-dimensionality (Q1623710) (← links)
- Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm (Q1623713) (← links)
- Variable selection in general multinomial logit models (Q1623760) (← links)
- Domain selection for the varying coefficient model via local polynomial regression (Q1623796) (← links)
- The cluster graphical Lasso for improved estimation of Gaussian graphical models (Q1623817) (← links)
- Model selection consistency of Lasso for empirical data (Q1624086) (← links)
- Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models (Q1631432) (← links)
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors (Q1631579) (← links)
- Variable selection in censored quantile regression with high dimensional data (Q1635848) (← links)
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- Variable selection via generalized SELO-penalized linear regression models (Q1640691) (← links)
- Censored cumulative residual independent screening for ultrahigh-dimensional survival data (Q1642144) (← links)
- Statistics for big data: a perspective (Q1642374) (← links)
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models (Q1643796) (← links)
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- Sparse approximate solution of fitting surface to scattered points by MLASSO model (Q1656898) (← links)
- Bayesian variable selection with strong heredity constraints (Q1657864) (← links)
- Robust Bayesian regularized estimation based on \(t\) regression model (Q1657886) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- Robust group identification and variable selection in regression (Q1658186) (← links)
- Homogeneity detection for the high-dimensional generalized linear model (Q1658352) (← links)
- Ultrahigh dimensional feature screening via projection (Q1658358) (← links)
- Bayesian group bridge for bi-level variable selection (Q1658425) (← links)
- Correlation rank screening for ultrahigh-dimensional survival data (Q1658466) (← links)
- Robust estimation and variable selection in sufficient dimension reduction (Q1658471) (← links)
- Variable selection using shrinkage priors (Q1658484) (← links)
- Sparse seasonal and periodic vector autoregressive modeling (Q1658508) (← links)
- Model free feature screening for ultrahigh dimensional data with responses missing at random (Q1658537) (← links)
- Integrative weighted group Lasso and generalized local quadratic approximation (Q1658725) (← links)
- Bayesian model selection in ordinal quantile regression (Q1658985) (← links)
- A relative error-based approach for variable selection (Q1659002) (← links)