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.
- On estimation and selection of autologistic regression models via penalized pseudolikelihood (Q486061) (← 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)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← 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)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Variable selection of varying dispersion student-\(t\) regression models (Q498090) (← links)
- Estimation of average treatment effects with panel data: asymptotic theory and implementation (Q506048) (← links)
- Robust feature screening for varying coefficient models via quantile partial correlation (Q506573) (← links)
- Shrinkage estimation of the linear model with spatial interaction (Q506575) (← links)
- Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
- Generalized information criterion for the AR model (Q508120) (← links)
- Penalized B-spline estimator for regression functions using total variation penalty (Q511676) (← links)
- Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
- Smooth predictive model fitting in regression (Q512005) (← links)
- DCA based algorithms for feature selection in multi-class support vector machine (Q513636) (← links)
- Principal component selection via adaptive regularization method and generalized information criterion (Q513693) (← links)
- A two-component \(G\)-prior for variable selection (Q516468) (← links)
- Local estimation for longitudinal semiparametric varying-coefficient partially linear model (Q526977) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Surveying and comparing simultaneous sparse approximation (or group-lasso) algorithms (Q537241) (← links)
- Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
- Improved variable selection with forward-lasso adaptive shrinkage (Q542500) (← links)
- Random lasso (Q542508) (← links)
- Sparse modeling of categorial explanatory variables (Q542985) (← links)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Performance guarantees for individualized treatment rules (Q548554) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- Sparse recovery under matrix uncertainty (Q605921) (← links)
- Subset selection for vector autoregressive processes via adaptive Lasso (Q613145) (← links)
- Variable selection and regression analysis for graph-structured covariates with an application to genomics (Q614169) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619144) (← links)
- Coordinate-independent sparse sufficient dimension reduction and variable selection (Q620565) (← links)
- Penalized least squares for single index models (Q622428) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
- Variable selection for semiparametric varying-coefficient partially linear models with missing response at random (Q644651) (← links)
- Model selection via adaptive shrinkage with \(t\) priors (Q650694) (← links)
- Estimation and variable selection for generalized additive partial linear models (Q651013) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Variable selection in a class of single-index models (Q652608) (← links)
- Penalized maximum likelihood estimation and variable selection in geostatistics (Q661173) (← links)