Pages that link to "Item:Q147375"
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The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):
Displaying 50 items.
- 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)
- Bayesian regularized regression based on composite quantile method (Q287904) (← links)
- Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← 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)
- Adaptive shrinkage of singular values (Q294253) (← links)
- Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
- Density regression based on proportional hazards family (Q296370) (← links)
- Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
- Finding causative genes from high-dimensional data: an appraisal of statistical and machine learning approaches (Q309421) (← links)
- Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data (Q311324) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- DC approximation approaches for sparse optimization (Q319281) (← links)
- Latent variable selection in structural equation models (Q321933) (← links)
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← links)
- The adaptive LASSO spline estimation of single-index model (Q328835) (← links)
- Asymtotics of Dantzig selector for a general single-index model (Q328839) (← links)
- Adaptive bridge estimation for high-dimensional regression models (Q330138) (← links)
- Fast and scalable Lasso via stochastic Frank-Wolfe methods with a convergence guarantee (Q331671) (← links)
- Minimizing variable selection criteria by Markov chain Monte Carlo (Q333351) (← links)
- Automatic variable selection for longitudinal generalized linear models (Q333718) (← links)
- Split Bregman algorithms for sparse group lasso with application to MRI reconstruction (Q335981) (← links)
- Strong consistency of Lasso estimators (Q354203) (← links)
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs (Q355087) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Variable selection for single-index varying-coefficient model (Q372228) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Stability (Q373542) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- On constrained and regularized high-dimensional regression (Q380022) (← links)
- Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
- Prediction in abundant high-dimensional linear regression (Q391850) (← links)
- Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
- Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
- Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint (Q395986) (← links)
- Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
