Pages that link to "Item:Q1879926"
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The following pages link to Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926):
Displaying 50 items.
- Variable selection in measurement error models (Q605044) (← links)
- Variable selection and regression analysis for graph-structured covariates with an application to genomics (Q614169) (← links)
- Penalized least squares for single index models (Q622428) (← links)
- Stable direction recovery in single-index models with a diverging number of predictors (Q625784) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
- Penalized least-squares estimation for regression coefficients in high-dimensional partially linear models (Q645606) (← links)
- Variable selection in a class of single-index models (Q652608) (← links)
- Penalized maximum likelihood estimation and variable selection in geostatistics (Q661173) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression (Q719477) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Partial linear modelling with multi-functional covariates (Q740078) (← links)
- A penalized empirical likelihood method in high dimensions (Q741795) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
- Variable selection for spatial autoregressive models with a diverging number of parameters (Q779691) (← links)
- Using penalized EM algorithm to infer learning trajectories in latent transition CDM (Q823864) (← links)
- M-estimation in high-dimensional linear model (Q824747) (← links)
- Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates (Q830480) (← links)
- A new variant of the parallel regression model with variable selection in surveys with sensitive attribute (Q830681) (← links)
- A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data (Q830734) (← links)
- Variable selection for recurrent event data via nonconcave penalized estimating function (Q841054) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint (Q869974) (← links)
- Regularization in statistics (Q882931) (← links)
- Functional additive regression (Q888512) (← links)
- Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- Model selection and estimation in high dimensional regression models with group SCAD (Q893964) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Incorporating grouping information in Bayesian variable selection with applications in genomics (Q899018) (← links)
- \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
- Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968) (← links)
- One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models (Q939653) (← links)
- ``Preconditioning'' for feature selection and regression in high-dimensional problems (Q939656) (← links)
- Dimension reduction based on constrained canonical correlation and variable filtering (Q939658) (← links)
- Profile-kernel likelihood inference with diverging number of parameters (Q955140) (← links)
- A sparse eigen-decomposition estimation in semiparametric regression (Q962349) (← links)
- Statistical inference of minimum BD estimators and classifiers for varying-dimensional models (Q972890) (← links)
- Total variation, adaptive total variation and nonconvex smoothly clipped absolute deviation penalty for denoising blocky images (Q975156) (← links)
- Variable selection in nonparametric additive models (Q988006) (← links)
- When do stepwise algorithms meet subset selection criteria? (Q995431) (← links)
