Pages that link to "Item:Q939649"
From MaRDI portal
The following pages link to One-step sparse estimates in nonconcave penalized likelihood models (Q939649):
Displaying 50 items.
- Penalized least squares estimation with weakly dependent data (Q525888) (← 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)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- Comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619144) (← links)
- Penalized least squares for single index models (Q622428) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
- Variable selection for additive partially linear models with measurement error (Q641762) (← links)
- Penalized maximum likelihood estimation and variable selection in geostatistics (Q661173) (← links)
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization (Q734955) (← links)
- Partial linear modelling with multi-functional covariates (Q740078) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- APPLE: approximate path for penalized likelihood estimators (Q746326) (← links)
- Majorization minimization by coordinate descent for concave penalized generalized linear models (Q746337) (← links)
- Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates (Q764508) (← links)
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- M-estimation in high-dimensional linear model (Q824747) (← links)
- Variable selection for generalized odds rate mixture cure models with interval-censored failure time data (Q830426) (← links)
- Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- Functional additive regression (Q888512) (← links)
- Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm (Q890292) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
- Incorporating grouping information in Bayesian variable selection with applications in genomics (Q899018) (← links)
- Sparse estimation and inference for censored median regression (Q963882) (← links)
- On sparse estimation for semiparametric linear transformation models (Q972891) (← links)
- Estimating time-varying networks (Q977626) (← links)
- Penalized variable selection procedure for Cox models with semiparametric relative risk (Q987999) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Sparse high-dimensional fractional-norm support vector machine via DC programming (Q1615094) (← links)
- Edge detection in sparse Gaussian graphical models (Q1615220) (← links)
- Change-point detection in high-dimensional covariance structure (Q1616311) (← links)
- Screening active factors in supersaturated designs (Q1623593) (← links)
- Partially linear structure identification in generalized additive models with NP-dimensionality (Q1623710) (← links)
- Domain selection for the varying coefficient model via local polynomial regression (Q1623796) (← links)
- Variable selection via generalized SELO-penalized linear regression models (Q1640691) (← links)
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models (Q1643796) (← links)
- Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
- Penalized principal logistic regression for sparse sufficient dimension reduction (Q1654232) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization (Q1658387) (← links)
