Pages that link to "Item:Q5254958"
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The following pages link to Regularization Parameter Selections via Generalized Information Criterion (Q5254958):
Displayed 38 items.
- Selection of Latent Variables for Multiple Mixed-outcome Models (Q2932774) (← links)
- Evaluation of generalized degrees of freedom for sparse estimation by replica method (Q3302495) (← links)
- Global optimal model selection for high-dimensional survival analysis (Q3390347) (← links)
- Identification of homogeneous and heterogeneous variables in pooled cohort studies (Q3459937) (← links)
- Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error (Q3463396) (← links)
- Informative Estimation and Selection of Correlation Structure for Longitudinal Data (Q4916506) (← links)
- A study on tuning parameter selection for the high-dimensional lasso (Q4960728) (← links)
- Variable selection in joint modelling of the mean and variance for hierarchical data (Q4971402) (← links)
- A penalized approach to covariate selection through quantile regression coefficient models (Q4971512) (← links)
- Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344) (← links)
- Fast forward selection for generalized estimating equations with a large number of predictor variables (Q4979236) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246) (← links)
- Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures (Q5036647) (← links)
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
- A polynomial algorithm for best-subset selection problem (Q5073242) (← links)
- Variable selection for spatial autoregressive models (Q5079480) (← links)
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity (Q5083335) (← links)
- Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics (Q5083965) (← links)
- Marginal maximum likelihood estimation methods for the tuning parameters of ridge, power ridge, and generalized ridge regression (Q5084943) (← links)
- Sparse group lasso for multiclass functional logistic regression models (Q5085971) (← links)
- A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points (Q5107787) (← links)
- Variable selection for varying dispersion beta regression model (Q5128562) (← links)
- Variable selection approach for zero-inflated count data via adaptive lasso (Q5128631) (← links)
- Targeted Random Projection for Prediction From High-Dimensional Features (Q5146048) (← links)
- Variable selection for general transformation models with ranking data (Q5169753) (← links)
- Efficient Penalized Estimation for Linear Regression Model (Q5265841) (← links)
- Correlation structure selection for longitudinal data with diverging cluster size (Q5507362) (← links)
- A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors (Q5864378) (← links)
- Discussion on “Two-Stage Procedures for High-Dimensional Data” by Makoto Aoshima and Kazuyoshi Yata (Q5894437) (← links)
- Variables selection using \(\mathcal{L}_0\) penalty (Q6071717) (← links)
- Regularization in dynamic random‐intercepts models for analysis of longitudinal data (Q6073414) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)
- Estimation and identification of latent group structures in panel data (Q6108310) (← links)
- Individual Data Protected Integrative Regression Analysis of High-Dimensional Heterogeneous Data (Q6110723) (← links)
- Latent Network Structure Learning From High-Dimensional Multivariate Point Processes (Q6153972) (← links)
- Tuning parameter selection in fused lasso signal approximator with false discovery rate control (Q6179287) (← links)
