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):
Displayed 50 items.
- 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)
- An alternating determination-optimization approach for an additive multi-index model (Q434994) (← links)
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← 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)
- Estimation in high-dimensional linear models with deterministic design matrices (Q447831) (← links)
- Degrees of freedom in lasso problems (Q447864) (← links)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
- On the consistency of coordinate-independent sparse estimation with BIC (Q450881) (← links)
- Statistical inference for fixed-effects partially linear regression models with errors in variables (Q451444) (← links)
- Quadratic approximation on SCAD penalized estimation (Q452598) (← links)
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
- High-dimensional Cox regression analysis in genetic studies with censored survival outcomes (Q454771) (← links)
- On the linear convergence of a proximal gradient method for a class of nonsmooth convex minimization problems (Q457540) (← links)
- Solution path clustering with adaptive concave penalty (Q457964) (← links)
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
- Focused vector information criterion model selection and model averaging regression with missing response (Q464389) (← links)
- Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
- Variable selection in infinite-dimensional problems (Q466987) (← 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)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- Inference for mixed models of ANOVA type with high-dimensional data (Q476259) (← 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)
- Robust sure independence screening for ultrahigh dimensional non-normal data (Q477878) (← links)
- Double penalized variable selection procedure for partially linear models with longitudinal data (Q477891) (← links)
- The variational Garrote (Q479478) (← links)
- Variable selection for general index models via sliced inverse regression (Q480962) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- Covariate assisted screening and estimation (Q482879) (← 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)
- Variable selection in quantile regression when the models have autoregressive errors (Q488595) (← links)
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
- Selecting massive variables using an iterated conditional modes/medians algorithm (Q491389) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- A note on the smoothing quadratic regularization method for non-Lipschitz optimization (Q494677) (← links)