Pages that link to "Item:Q147375"
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The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):
Displayed 50 items.
- The use of random-effect models for high-dimensional variable selection problems (Q1659014) (← links)
- Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- Estimation and variable selection for proportional response data with partially linear single-index models (Q1659464) (← links)
- Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
- A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics (Q1659496) (← links)
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits (Q1659500) (← links)
- Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) (← links)
- Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
- Robust variable selection of joint frailty model for panel count data (Q1661331) (← links)
- High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← links)
- On dual model-free variable selection with two groups of variables (Q1661367) (← links)
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random (Q1662031) (← links)
- Improved distributed particle filters for tracking in a wireless sensor network (Q1662043) (← links)
- Simultaneous variable selection and estimation for multivariate multilevel longitudinal data with both continuous and binary responses (Q1662068) (← links)
- A new nonparametric screening method for ultrahigh-dimensional survival data (Q1662088) (← links)
- Robust feature screening for ultra-high dimensional right censored data via distance correlation (Q1662094) (← links)
- Joint estimation of multiple Gaussian graphical models across unbalanced classes (Q1662174) (← links)
- Penalized composite likelihoods for inhomogeneous Gibbs point process models (Q1662861) (← links)
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864) (← links)
- Sparse principal component regression for generalized linear models (Q1662867) (← links)
- Identification of local sparsity and variable selection for varying coefficient additive hazards models (Q1662933) (← links)
- Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
- Studies of the adaptive network-constrained linear regression and its application (Q1663145) (← links)
- Moderately clipped Lasso (Q1663146) (← links)
- A random-effect model approach for group variable selection (Q1663264) (← links)
- Sparse principal component regression with adaptive loading (Q1663268) (← links)
- The dual and degrees of freedom of linearly constrained generalized Lasso (Q1663318) (← links)
- Forecasting macroeconomic variables in data-rich environments (Q1667993) (← links)
- Test by adaptive Lasso quantile method for real-time detection of a change-point (Q1669885) (← links)
- Instrument selection for estimation of a forward-looking Phillips curve (Q1670180) (← links)
- A Bayesian hierarchical model for identifying significant polygenic effects while controlling for confounding and repeated measures (Q1670295) (← links)
- Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
- Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression (Q1677029) (← links)
- On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters (Q1679561) (← links)
- Estimation and variable selection for quantile partially linear single-index models (Q1679574) (← links)
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
- A doubly sparse approach for group variable selection (Q1680797) (← links)
- B spline variable selection for the single index models (Q1685210) (← links)
- Bayesian analysis of penalized quantile regression for longitudinal data (Q1685287) (← links)
- Quantile regression for additive coefficient models in high dimensions (Q1686242) (← links)
- A generalized elastic net regularization with smoothed \(\ell _{q}\) penalty for sparse vector recovery (Q1687319) (← links)
- Genetic algorithm versus classical methods in sparse index tracking (Q1693854) (← links)
- An effective method to reduce the computational complexity of composite quantile regression (Q1695421) (← links)
- A penalized likelihood method for structural equation modeling (Q1695631) (← links)
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
- Local variable selection of nonlinear nonparametric systems by first order expansion (Q1697155) (← links)
- Variable selection and prediction in biased samples with censored outcomes (Q1698943) (← links)
- Model-free conditional independence feature screening for ultrahigh dimensional data (Q1702189) (← links)