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.
- Automatic variable selection for varying coefficient models with longitudinal data (Q334006) (← links)
- Mean and quantile boosting for partially linear additive models (Q340847) (← links)
- Improved nearest neighbor classifiers by weighting and selection of predictors (Q340856) (← links)
- Sparse principal component analysis and iterative thresholding (Q355104) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- The essential ability of sparse reconstruction of different compressive sensing strategies (Q362190) (← links)
- Oracle inequalities for the lasso in the Cox model (Q366963) (← 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)
- Aspects of likelihood inference (Q373536) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← 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)
- Identification for semiparametric varying coefficient partially linear models (Q385083) (← 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)
- Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Prediction in abundant high-dimensional linear regression (Q391850) (← links)
- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates (Q391867) (← 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)
- Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← 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)
- Regression with outlier shrinkage (Q394109) (← links)
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators (Q395951) (← links)
- A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint (Q395986) (← links)
- Feature selection when there are many influential features (Q396025) (← links)
- Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
- Component selection in additive quantile regression models (Q397238) (← links)
- Manifold elastic net: a unified framework for sparse dimension reduction (Q408616) (← links)
- Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
- Weighted composite quantile estimation and variable selection method for censored regression model (Q419199) (← links)
- Shrinkage estimation for identification of linear components in additive models (Q419212) (← links)
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data (Q419227) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares (Q419328) (← links)
- Variable selection in semiparametric regression analysis for longitudinal data (Q421404) (← links)
- Group selection in high-dimensional partially linear additive models (Q424816) (← links)
- Group coordinate descent algorithms for nonconvex penalized regression (Q425386) (← links)
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
- Model selection in linear mixed effect models (Q432304) (← links)
- Variable selection in robust regression models for longitudinal data (Q432312) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
