Pages that link to "Item:Q5447649"
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The following pages link to Tuning parameter selectors for the smoothly clipped absolute deviation method (Q5447649):
Displayed 50 items.
- LAD variable selection for linear models with randomly censored data (Q1936296) (← links)
- Variable selection and parameter estimation for partially linear models via Dantzig selector (Q1938499) (← links)
- Variable selection in linear mixed effects models (Q1940766) (← links)
- Variable selection for functional regression models via the \(L_1\) regularization (Q1942907) (← links)
- Fixed and random effects selection in nonparametric additive mixed models (Q1950841) (← links)
- Automatic grouping using smooth-threshold estimating equations (Q1952187) (← links)
- Robust regression through the Huber's criterion and adaptive lasso penalty (Q1952217) (← links)
- Bridge estimation for generalized linear models with a diverging number of parameters (Q1957148) (← links)
- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (Q1989897) (← links)
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates (Q1995860) (← links)
- A Lasso-penalized BIC for mixture model selection (Q2009036) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- Robust high-dimensional regression for data with anomalous responses (Q2042285) (← links)
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables (Q2057845) (← links)
- Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
- Least product relative error estimation for identification in multiplicative additive models (Q2059640) (← links)
- Estimation and clustering for partially heterogeneous single index model (Q2062400) (← links)
- Sparse regression for extreme values (Q2074318) (← links)
- Effective model calibration via sensible variable identification and adjustment with application to composite fuselage simulation (Q2078752) (← links)
- Variable selection for functional linear models with strong heredity constraint (Q2121450) (← links)
- Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters (Q2122813) (← links)
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
- Removing the singularity of a penalty via thresholding function matching (Q2178181) (← links)
- Empirical likelihood inference with public-use survey data (Q2192309) (← links)
- Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model (Q2194752) (← links)
- Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions (Q2196121) (← links)
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data (Q2223100) (← links)
- Regression and subgroup detection for heterogeneous samples (Q2228234) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
- Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007) (← links)
- Prediction of the Nash through penalized mixture of logistic regression models (Q2245174) (← links)
- Partially linear single index models for repeated measurements (Q2252906) (← links)
- Sparse and efficient estimation for partial spline models with increasing dimension (Q2255168) (← links)
- Variable selection for fixed effects varying coefficient models (Q2256573) (← links)
- Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
- A fast algorithm for detecting gene-gene interactions in genome-wide association studies (Q2258578) (← links)
- Variable selection in ROC regression (Q2262193) (← links)
- Rank reduction for high-dimensional generalized additive models (Q2274971) (← links)
- Logical and test consistency in pairwise multiple comparisons (Q2301083) (← links)
- Penalized empirical likelihood for the sparse Cox regression model (Q2317296) (← links)
- Tuning parameter calibration for \(\ell_1\)-regularized logistic regression (Q2317308) (← links)
- Multiclass analysis and prediction with network structured covariates (Q2325271) (← links)
- Selecting the tuning parameter in penalized Gaussian graphical models (Q2329783) (← links)
- Variable selection for covariate adjusted regression model (Q2341591) (← links)
- Variable selection and estimation for semi-parametric multiple-index models (Q2345120) (← links)
- Model detection and estimation for single-index varying coefficient model (Q2350062) (← links)
- Variable selection in quantile varying coefficient models with longitudinal data (Q2359501) (← links)
- Smoothed rank correlation of the linear transformation regression model (Q2359515) (← links)
- Modified SEE variable selection for varying coefficient instrumental variable models (Q2360935) (← links)