The following pages link to (Q5491004):
Displaying 46 items.
- On the adaptive elastic net with a diverging number of parameters (Q2388979) (← links)
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models (Q2426616) (← links)
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
- GEE analysis of clustered binary data with diverging number of covariates (Q2429935) (← links)
- Variable selection via combined penalization for high-dimensional data analysis (Q2445677) (← links)
- Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities (Q2456008) (← links)
- On the ``degrees of freedom'' of the lasso (Q2466686) (← links)
- Recovery of partly sparse and dense signals (Q2692936) (← links)
- New Robust Variable Selection Methods for Linear Regression Models (Q2922164) (← links)
- Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error (Q3463396) (← links)
- Sure Independence Screening for Ultrahigh Dimensional Feature Space (Q4632602) (← links)
- A new test for the mean vector in large dimension and small samples (Q4638809) (← links)
- Error Variance Estimation in Ultrahigh-Dimensional Additive Models (Q4690960) (← links)
- A Combination Model of Robust Principal Component Analysis and Multiple Kernel Learning for Cancer Patient Stratification (Q5014542) (← links)
- (Q5037987) (← links)
- Variable Selection With Second-Generation <i>P</i>-Values (Q5050808) (← links)
- Features Selection as a Nash-Bargaining Solution: Applications in Online Advertising and Information Systems (Q5057996) (← links)
- High-dimensional Varying Index Coefficient Quantile Regression Model (Q5066766) (← links)
- ONLINE CAPACITY PLANNING FOR REHABILITATION TREATMENTS: AN APPROXIMATE DYNAMIC PROGRAMMING APPROACH (Q5070863) (← links)
- Sure independence screening for analyzing supersaturated designs (Q5087469) (← links)
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies (Q5123493) (← links)
- A generalized quantile regression model (Q5128997) (← links)
- A new variable selection method for uniform designs (Q5129136) (← links)
- Dealing with big data: comparing dimension reduction and shrinkage regression methods (Q5138553) (← links)
- Computation of second-order directional stationary points for group sparse optimization (Q5210743) (← links)
- Statistical significance of the Netflix challenge (Q5962690) (← links)
- Solving constrained nonsmooth group sparse optimization via group Capped-\(\ell_1\) relaxation and group smoothing proximal gradient algorithm (Q6043130) (← links)
- Statistical quality control using image intelligence: A sparse learning approach (Q6051603) (← links)
- Jackknife model averaging for high‐dimensional quantile regression (Q6056143) (← links)
- Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection (Q6066203) (← links)
- Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions (Q6101702) (← links)
- Fluctuations of the diagonal entries of a large sample precision matrix (Q6110092) (← links)
- Design of input assignment and feedback gain for re‐stabilizing undirected networks with High‐Dimension Low‐Sample‐Size data (Q6194558) (← links)
- COMBSS: best subset selection via continuous optimization (Q6494417) (← links)
- Consistent significance controlled variable selection in high-dimensional regression (Q6541483) (← links)
- A high-dimensional classification rule using sample covariance matrix equipped with adjusted estimated eigenvalues (Q6541769) (← links)
- Tuning parameter selection in penalized generalized linear models for discrete data (Q6552790) (← links)
- Graph-based spatial segmentation of areal data (Q6554262) (← links)
- Different thresholding methods on Nearest Shrunken Centroid algorithm (Q6558512) (← links)
- On the use of cross-validation for the calibration of the adaptive Lasso (Q6563663) (← links)
- Continuous exact relaxation and alternating proximal gradient algorithm for partial sparse and partial group sparse optimization problems (Q6569683) (← links)
- Linear spectral statistics of sequential sample covariance matrices (Q6596222) (← links)
- Variable selection using \(L_q\) penalties (Q6604398) (← links)
- Statistical plasmode simulations-potentials, challenges and recommendations (Q6618472) (← links)
- Monitoring of group-structured high-dimensional processes via sparse group Lasso (Q6638857) (← links)
