The following pages link to (Q3543468):
Displaying 50 items.
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression (Q1658381) (← links)
- A relative error-based approach for variable selection (Q1659002) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- Moderately clipped Lasso (Q1663146) (← links)
- Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression (Q1677029) (← links)
- Generalized F-test for high dimensional regression coefficients of partially linear models (Q1697682) (← links)
- Model-free conditional independence feature screening for ultrahigh dimensional data (Q1702189) (← links)
- Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression (Q1711594) (← links)
- Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260) (← links)
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension (Q1731372) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- High dimensional censored quantile regression (Q1747740) (← links)
- A flexible shrinkage operator for fussy grouped variable selection (Q1785810) (← links)
- Model selection via standard error adjusted adaptive Lasso (Q1934485) (← links)
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences (Q1940767) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← links)
- Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent (Q2023728) (← links)
- Adaptive function-on-scalar regression with a smoothing elastic net (Q2048111) (← links)
- Adaptive sparse group LASSO in quantile regression (Q2051571) (← links)
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
- Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression (Q2066587) (← links)
- Optimal linear discriminators for the discrete choice model in growing dimensions (Q2073710) (← links)
- Fourier transform sparse inverse regression estimators for sufficient variable selection (Q2076139) (← links)
- Penalized wavelet estimation and robust denoising for irregular spaced data (Q2095705) (← links)
- LASSO for streaming data with adaptative filtering (Q2104007) (← links)
- Regression with adaptive Lasso and correlation based penalty (Q2109879) (← links)
- RCV-based error density estimation in the ultrahigh dimensional additive model (Q2133638) (← links)
- A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations (Q2163076) (← links)
- Gene set priorization guided by regulatory networks with p-values through kernel mixed model (Q2170131) (← links)
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses (Q2189749) (← links)
- Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization (Q2203408) (← links)
- Sparse and efficient estimation for partial spline models with increasing dimension (Q2255168) (← links)
- Test for conditional independence with application to conditional screening (Q2293386) (← links)
- Adaptive group bridge selection in the semiparametric accelerated failure time model (Q2293393) (← links)
- Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515) (← links)
- Error density estimation in high-dimensional sparse linear model (Q2304251) (← links)
- Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
- Hypothesis testing for regional quantiles (Q2411292) (← links)
- Consistent tuning parameter selection in high-dimensional group-penalized regression (Q2423857) (← links)
- Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760) (← links)
- High-dimensional influence measure (Q2438764) (← links)
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models (Q2453901) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- A note on the one-step estimator for ultrahigh dimensionality (Q2511184) (← links)
- The growth rate of significant regressors for high dimensional data (Q2637360) (← links)
- A weight function method for selection of proteins to predict an outcome using protein expression data (Q2656115) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables (Q2666059) (← links)
