Pages that link to "Item:Q5273499"
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The following pages link to Nonconcave Penalized Likelihood With NP-Dimensionality (Q5273499):
Displayed 50 items.
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects (Q2316730) (← links)
- Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
- Sparse Poisson regression with penalized weighted score function (Q2323944) (← links)
- Linear hypothesis testing for high dimensional generalized linear models (Q2328055) (← links)
- Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643) (← links)
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary (Q2330649) (← links)
- Conditional sure independence screening by conditional marginal empirical likelihood (Q2397046) (← links)
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
- A statistical framework for pathway and gene identification from integrative analysis (Q2400810) (← links)
- Variable selection in Cox regression models with varying coefficients (Q2437864) (← links)
- Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760) (← links)
- Estimation and variable selection with exponential weights (Q2447091) (← links)
- Adaptive robust variable selection (Q2448733) (← links)
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models (Q2453901) (← links)
- Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part (Q2637602) (← links)
- Concordance and value information criteria for optimal treatment decision (Q2656587) (← links)
- Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables (Q2666059) (← links)
- Regularized outcome weighted subgroup identification for differential treatment effects (Q2803485) (← links)
- <tt>PenPC</tt> : A two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs (Q2805190) (← links)
- Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
- A Necessary Condition for the Strong Oracle Property (Q2815602) (← links)
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space (Q2861817) (← links)
- SCAD-penalised generalised additive models with non-polynomial dimensionality (Q3145392) (← links)
- GMM estimation in partial linear models with endogenous covariates causing an over-identified problem (Q3178629) (← links)
- Variable selection in partial linear regression with functional covariate (Q3462158) (← links)
- Meta‐analysis based variable selection for gene expression data (Q3465365) (← links)
- Composite quantile regression for massive datasets (Q4580023) (← links)
- Adaptive Lasso for generalized linear models with a diverging number of parameters (Q4605261) (← links)
- (Q4614089) (← links)
- Greedy forward regression for variable screening (Q4639813) (← links)
- Proximal gradient method with automatic selection of the parameter by automatic differentiation (Q4685565) (← links)
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (Q4916453) (← links)
- High-Dimensional Sparse Additive Hazards Regression (Q4916944) (← links)
- A Tailored Multivariate Mixture Model for Detecting Proteins of Concordant Change Among Virulent Strains of <i>Clostridium Perfringens</i> (Q4962421) (← links)
- Model Selection for High-Dimensional Quadratic Regression via Regularization (Q4962427) (← links)
- Interaction Screening for Ultrahigh-Dimensional Data (Q4975578) (← links)
- Meta-Analysis With Fixed, Unknown, Study-Specific Parameters (Q4975635) (← links)
- Nonsparse Learning with Latent Variables (Q4994162) (← links)
- (Q5004058) (← links)
- Variable selection under multicollinearity using modified log penalty (Q5036976) (← links)
- Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail (Q5041338) (← links)
- Variable Selection With Second-Generation <i>P</i>-Values (Q5050808) (← links)
- (Q5053228) (← links)
- High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks (Q5060495) (← links)
- Regularized robust estimation in binary regression models (Q5085631) (← links)
- Time-varying Hazards Model for Incorporating Irregularly Measured, High-Dimensional Biomarkers (Q5134494) (← links)
- Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure (Q5138041) (← links)
- Scalable Algorithms for the Sparse Ridge Regression (Q5148400) (← links)