Pages that link to "Item:Q3405559"

The following pages link to A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) (Q3405559):

Displaying 50 items.

• LOL selection in high dimension (Q1621355) (← links)
• Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation (Q1631590) (← links)
• Variable selection via generalized SELO-penalized linear regression models (Q1640691) (← links)
• A moment-distance hybrid method for estimating a mixture of two symmetric densities (Q1641931) (← links)
• Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
• Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
• Self-normalization: taming a wild population in a heavy-tailed world (Q1650693) (← links)
• Variable selection using shrinkage priors (Q1658484) (← links)
• Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
• Studies of the adaptive network-constrained linear regression and its application (Q1663145) (← links)
• B spline variable selection for the single index models (Q1685210) (← links)
• Variable selection and prediction in biased samples with censored outcomes (Q1698943) (← links)
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
• Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors (Q1722055) (← links)
• A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
• Adaptive testing for the partially linear single-index model with error-prone linear covariates (Q1731365) (← links)
• An RKHS model for variable selection in functional linear regression (Q1733266) (← links)
• Variable selection via generalized SELO-penalized Cox regression models (Q1738526) (← links)
• Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• Convex and non-convex regularization methods for spatial point processes intensity estimation (Q1746561) (← links)
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
• An RKHS-based approach to double-penalized regression in high-dimensional partially linear models (Q1795582) (← links)
• Bridge estimation for generalized linear models with a diverging number of parameters (Q1957148) (← links)
• A method for selecting the relevant dimensions for high-dimensional classification in singular vector spaces (Q1999449) (← links)
• Spline estimator for ultra-high dimensional partially linear varying coefficient models (Q2000746) (← links)
• Variational nonparametric discriminant analysis (Q2008105) (← links)
• Inference under Fine-Gray competing risks model with high-dimensional covariates (Q2008618) (← links)
• Partial penalized empirical likelihood ratio test under sparse case (Q2013032) (← links)
• A distribution-based Lasso for a general single-index model (Q2018911) (← links)
• Quantile regression under local misspecification (Q2025221) (← links)
• Clustering of subsample means based on pairwise L1 regularized empirical likelihood (Q2046479) (← links)
• Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
• Variable selection in functional regression models: a review (Q2062803) (← links)
• Sure independence screening in the presence of missing data (Q2066525) (← links)
• High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
• Bayesian factor-adjusted sparse regression (Q2155305) (← links)
• Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
• Asymptotics of estimators for nonparametric multivariate regression models with long memory (Q2181556) (← links)
• Rescorla-Wagner models with sparse dynamic attention (Q2189966) (← links)
• Relevant parameter changes in structural break models (Q2190210) (← links)
• Variational discriminant analysis with variable selection (Q2195837) (← links)
• Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions (Q2196121) (← links)
• High-dimensional predictive regression in the presence of cointegration (Q2224889) (← links)
• Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data (Q2231305) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
• A clustering-based feature selection method for automatically generated relational attributes (Q2241179) (← links)
• Variable selection in the Box-Cox power transformation model (Q2242871) (← links)
• Efficient reconstructions of Common Era climate via integrated nested Laplace approximations (Q2273008) (← links)
• Variable selection via adaptive false negative control in linear regression (Q2283578) (← links)