Pages that link to "Item:Q117379"
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The following pages link to Nearly unbiased variable selection under minimax concave penalty (Q117379):
Displaying 50 items.
- Covariate assisted screening and estimation (Q482879) (← links)
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- A note on the smoothing quadratic regularization method for non-Lipschitz optimization (Q494677) (← links)
- Variable selection of varying dispersion student-\(t\) regression models (Q498090) (← links)
- Outlier detection and robust mixture modeling using nonconvex penalized likelihood (Q499439) (← links)
- On nonparametric feature filters in electromagnetic imaging (Q499441) (← links)
- Robust feature screening for varying coefficient models via quantile partial correlation (Q506573) (← links)
- Penalized B-spline estimator for regression functions using total variation penalty (Q511676) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619144) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
- The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- Smoothing methods for nonsmooth, nonconvex minimization (Q715249) (← links)
- Rank-based Liu regression (Q722749) (← links)
- Sparse factor regression via penalized maximum likelihood estimation (Q725684) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Variable selection after screening: with or without data splitting? (Q737000) (← links)
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- Component-wisely sparse boosting (Q743775) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models (Q746267) (← links)
- APPLE: approximate path for penalized likelihood estimators (Q746326) (← links)
- Majorization minimization by coordinate descent for concave penalized generalized linear models (Q746337) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- Sparse estimation in functional linear regression (Q764470) (← links)
- Nonconvex nonsmooth low-rank minimization for generalized image compressed sensing via group sparse representation (Q776102) (← links)
- An easy-to-implement hierarchical standardization for variable selection under strong heredity constraint (Q777839) (← links)
- A theoretical understanding of self-paced learning (Q778415) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- Conditional distance correlation screening for sparse ultrahigh-dimensional models (Q821654) (← links)
- Adaptive and reversed penalty for analysis of high-dimensional correlated data (Q823261) (← links)
- Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection (Q823858) (← links)
- Fitting sparse linear models under the sufficient and necessary condition for model identification (Q826666) (← links)
- Censored mean variance sure independence screening for ultrahigh dimensional survival data (Q830110) (← links)
- Promote sign consistency in the joint estimation of precision matrices (Q830115) (← links)
- Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
- Model detection and estimation for varying coefficient panel data models with fixed effects (Q830568) (← links)
- Joint analysis of semicontinuous data with latent variables (Q830608) (← links)
- A new variant of the parallel regression model with variable selection in surveys with sensitive attribute (Q830681) (← links)
- Bayesian linear regression with sparse priors (Q888501) (← links)
- Controlling the false discovery rate via knockoffs (Q888503) (← links)
- Feature selection for linear SVMs under uncertain data: robust optimization based on difference of convex functions algorithms (Q889303) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- Variable selection in semiparametric hazard regression for multivariate survival data (Q893164) (← links)
