Pages that link to "Item:Q147375"
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The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):
Displayed 50 items.
- A Continuous Exact $\ell_0$ Penalty (CEL0) for Least Squares Regularized Problem (Q3192668) (← links)
- Fixed-Size Confidence Regions in High-Dimensional Sparse Linear Regression Models (Q3194549) (← links)
- Variable selection in identification of a high dimensional nonlinear non-parametric system (Q3196113) (← links)
- Coupled-Feature Hypergraph Representation for Feature Selection (Q3300148) (← links)
- Simultaneous variable selection and class fusion for high-dimensional linear discriminant analysis (Q3303621) (← links)
- Simultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge Regression (Q3304848) (← links)
- L2RM: Low-Rank Linear Regression Models for High-Dimensional Matrix Responses (Q3304862) (← links)
- Particle swarm stepwise (PaSS) algorithm for information criteria-based variable selections (Q3389595) (← links)
- A fast adaptive Lasso for the cox regression via safe screening rules (Q3389652) (← links)
- A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data (Q3390327) (← links)
- Global optimal model selection for high-dimensional survival analysis (Q3390347) (← links)
- A penalized estimation for the Cox model with ordinal multinomial covariates (Q3390621) (← links)
- Sparse Convex Clustering (Q3391120) (← links)
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO (Q3391213) (← links)
- Interaction Model and Model Selection for Function-on-Function Regression (Q3391237) (← links)
- Intelligent Initialization and Adaptive Thresholding for Iterative Matrix Completion: Some Statistical and Algorithmic Theory for<i>Adaptive-Impute</i> (Q3391239) (← links)
- Scalable Bayesian Regression in High Dimensions With Multiple Data Sources (Q3391441) (← links)
- Adaptive Lasso in high-dimensional settings (Q3391785) (← links)
- Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure (Q3459931) (← links)
- Generalized <i>t</i>‐statistic for two‐group classification (Q3459938) (← links)
- A penalized likelihood approach for investigating gene–drug interactions in pharmacogenetic studies (Q3459956) (← links)
- Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data (Q3462363) (← links)
- SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (Q3462376) (← links)
- Modeling gene-covariate interactions in sparse regression with group structure for genome-wide association studies (Q3465248) (← links)
- Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation (Q3465255) (← links)
- Sparse canonical correlation analysis from a predictive point of view (Q3465340) (← links)
- Variable selection for zero‐inflated and overdispersed data with application to health care demand in Germany (Q3465343) (← links)
- Confounder selection via penalized credible regions (Q3465362) (← links)
- On the selection of ordinary differential equation models with application to predator‐prey dynamical models (Q3465737) (← links)
- Simultaneous variable selection for joint models of longitudinal and survival outcomes (Q3465745) (← links)
- Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data (Q3506488) (← links)
- Rank-based variable selection (Q3509728) (← links)
- DASSO: Connections Between the Dantzig Selector and Lasso (Q3551034) (← links)
- Shrinkage Inverse Regression Estimation for Model-Free Variable Selection (Q3551042) (← links)
- Variable Selection in the Cox Regression Model with Covariates Missing at Random (Q3561806) (← links)
- Penalised variable selection with U-estimates (Q3569216) (← links)
- Detecting the Dimensionality for Principal Components Model (Q3589989) (← links)
- Simultaneous Factor Selection and Collapsing Levels in ANOVA (Q3623754) (← links)
- Regularized Estimation for the Accelerated Failure Time Model (Q3636981) (← links)
- Sparsity Constrained Estimation in Image Processing and Computer Vision (Q4556987) (← links)
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- (Q4558147) (← links)
- (Q4558173) (← links)
- (Q4558508) (← links)
- A model-free variable selection method for reducing the number of redundant variables (Q4559351) (← links)
- False Discovery Rate Smoothing (Q4559697) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
- Variable selection – A review and recommendations for the practicing statistician (Q4563248) (← links)
- Sampling Lasso quantile regression for large-scale data (Q4563390) (← links)
- Regularized Bayesian quantile regression (Q4563406) (← links)