Pages that link to "Item:Q939654"
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The following pages link to The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654):
Displaying 50 items.
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138) (← links)
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
- Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793) (← links)
- Testing covariates in high-dimensional regression (Q743995) (← links)
- Variable selection in the accelerated failure time model via the bridge method (Q746027) (← links)
- On Bayesian lasso variable selection and the specification of the shrinkage parameter (Q746286) (← links)
- APPLE: approximate path for penalized likelihood estimators (Q746326) (← links)
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- Fitting sparse linear models under the sufficient and necessary condition for model identification (Q826666) (← links)
- Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
- Penalized logspline density estimation using total variation penalty (Q830579) (← links)
- Some sharp performance bounds for least squares regression with \(L_1\) regularization (Q834334) (← links)
- High-dimensional variable selection (Q834336) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- Bayesian linear regression with sparse priors (Q888501) (← links)
- Controlling the false discovery rate via knockoffs (Q888503) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q939651) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- The benefit of group sparsity (Q987996) (← links)
- Optimal rates of convergence for covariance matrix estimation (Q988000) (← links)
- Variable selection in nonparametric additive models (Q988006) (← links)
- SPADES and mixture models (Q988014) (← links)
- Lasso-type recovery of sparse representations for high-dimensional data (Q1002157) (← links)
- SCAD-penalized regression in high-dimensional partially linear models (Q1020975) (← links)
- Tournament screening cum EBIC for feature selection with high-dimensional feature spaces (Q1042967) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm (Q1623713) (← links)
- Testing predictor significance with ultra high dimensional multivariate responses (Q1623800) (← links)
- Variable selection in censored quantile regression with high dimensional data (Q1635848) (← links)
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
- Trace regression model with simultaneously low rank and row(column) sparse parameter (Q1658399) (← links)
- Inference for biased transformation models (Q1658440) (← links)
- On stepwise pattern recovery of the fused Lasso (Q1660156) (← links)
- On the sign consistency of the Lasso for the high-dimensional Cox model (Q1661333) (← links)
- Moderately clipped Lasso (Q1663146) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Generalized F-test for high dimensional regression coefficients of partially linear models (Q1697682) (← links)
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension (Q1731372) (← links)
- Pathwise coordinate optimization for sparse learning: algorithm and theory (Q1747736) (← links)
- High dimensional censored quantile regression (Q1747740) (← links)
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← links)
