Pages that link to "Item:Q4468342"
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The following pages link to Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties (Q4468342):
Displaying 50 items.
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
- Simultaneous variable selection and de-coarsening in multi-path change-point models (Q272078) (← links)
- Power-expected-posterior priors for variable selection in Gaussian linear models (Q273575) (← links)
- A robust penalized estimation for identification in semiparametric additive models (Q273751) (← links)
- Quantile regression for single-index-coefficient regression models (Q273760) (← links)
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Model-free sure screening via maximum correlation (Q276978) (← links)
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
- Regularity properties for sparse regression (Q279682) (← links)
- TENET: tail-event driven network risk (Q281059) (← links)
- Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- An analysis of penalized interaction models (Q282572) (← links)
- Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) (← links)
- Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint (Q286265) (← links)
- Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
- Scaled ridge estimator and its application to multimodel ensemble approaches for climate prediction (Q287423) (← links)
- Bayesian regularized regression based on composite quantile method (Q287904) (← links)
- Variable selection and prediction with incomplete high-dimensional data (Q288607) (← links)
- Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
- Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
- Asymptotic properties of lasso in high-dimensional partially linear models (Q294512) (← links)
- Forecasting economic time series using targeted predictors (Q299223) (← links)
- A smoothing SQP framework for a class of composite \(L_q\) minimization over polyhedron (Q304258) (← links)
- A proximal method for composite minimization (Q304260) (← links)
- Finding causative genes from high-dimensional data: an appraisal of statistical and machine learning approaches (Q309421) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
- Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data (Q311324) (← links)
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
- Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Statistical inference on restricted linear regression models with partial distortion measurement errors (Q318978) (← links)
- DC approximation approaches for sparse optimization (Q319281) (← links)
- Latent variable selection in structural equation models (Q321933) (← links)
- Variable selection for additive partial linear quantile regression with missing covariates (Q321935) (← links)
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- The adaptive LASSO spline estimation of single-index model (Q328835) (← links)
- Adaptive bridge estimation for high-dimensional regression models (Q330138) (← links)
- PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection (Q333348) (← links)
- Minimizing variable selection criteria by Markov chain Monte Carlo (Q333351) (← links)
- Automatic variable selection for longitudinal generalized linear models (Q333718) (← links)
