Pages that link to "Item:Q147375"

The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):

Displaying 50 items.

• Regularized 3D functional regression for brain image data via Haar wavelets (Q400650) (← 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)
• Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
• Variable selection in semiparametric regression analysis for longitudinal data (Q421404) (← links)
• Group selection in high-dimensional partially linear additive models (Q424816) (← links)
• Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
• Model selection in linear mixed effect models (Q432304) (← links)
• Variable selection in robust regression models for longitudinal data (Q432312) (← 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)
• Oracle properties of SCAD-penalized support vector machine (Q433741) (← links)
• On efficient calculations for Bayesian variable selection (Q434881) (← links)
• Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989) (← links)
• Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
• Mirror averaging with sparsity priors (Q442083) (← links)
• Bootstrapping in non-regular smooth function models (Q444959) (← links)
• Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
• New estimation and inference procedures for a single-index conditional distribution model (Q444982) (← links)
• Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
• Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
• Estimation in high-dimensional linear models with deterministic design matrices (Q447831) (← links)
• General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
• A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
• Boosting algorithms: regularization, prediction and model fitting (Q449780) (← links)
• UPS delivers optimal phase diagram in high-dimensional variable selection (Q450021) (← links)
• Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
• Quadratic approximation on SCAD penalized estimation (Q452598) (← links)
• Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
• On the linear convergence of a proximal gradient method for a class of nonsmooth convex minimization problems (Q457540) (← links)
• Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
• Kernel based approaches to local nonlinear non-parametric variable selection (Q463794) (← links)
• Censored quantile regression processes under dependence and penalization (Q471971) (← links)
• Frequentist model averaging estimation: a review (Q473054) (← links)
• Sparse estimation from noisy observations of an overdetermined linear system (Q473308) (← links)
• Nonparametric significance testing and group variable selection (Q476217) (← links)
• Variable selection of generalized regression models based on maximum rank correlation (Q477519) (← links)
• SICA for Cox's proportional hazards model with a diverging number of parameters (Q477528) (← links)
• A sharp nonasymptotic bound and phase diagram of \(L_{1/2}\) regularization (Q477827) (← links)
• Robust sure independence screening for ultrahigh dimensional non-normal data (Q477878) (← links)
• Variable selection for general index models via sliced inverse regression (Q480962) (← links)
• Covariate assisted screening and estimation (Q482879) (← links)
• A new perspective on least squares under convex constraint (Q482891) (← links)
• CAM: causal additive models, high-dimensional order search and penalized regression (Q482906) (← links)
• Selection of spatial-temporal lattice models: assessing the impact of climate conditions on a mountain pine beetle outbreak (Q484694) (← links)
• Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function (Q484854) (← links)