Pages that link to "Item:Q1848830"
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The following pages link to Asymptotics for Lasso-type estimators. (Q1848830):
Displaying 50 items.
- Fully Bayes factors with a generalized \(g\)-prior (Q661180) (← links)
- Adaptive LASSO for general transformation models with right censored data (Q693274) (← links)
- Smoothing methods for nonsmooth, nonconvex minimization (Q715249) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- Model selection by LASSO methods in a change-point model (Q744757) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Shrinkage estimation of varying covariate effects based on quantile regression (Q746335) (← links)
- Sparse estimation in functional linear regression (Q764470) (← links)
- Penalized least squares approximation methods and their applications to stochastic processes (Q830256) (← links)
- Variable selection for recurrent event data via nonconcave penalized estimating function (Q841054) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm (Q890292) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- The quantile process under random censoring (Q893069) (← 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)
- Dimension reduction based linear surrogate variable approach for model free variable selection (Q900762) (← links)
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty (Q904101) (← links)
- One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- ``Preconditioning'' for feature selection and regression in high-dimensional problems (Q939656) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- A sparse eigen-decomposition estimation in semiparametric regression (Q962349) (← links)
- A multivariate adaptive stochastic search method for dimensionality reduction in classification (Q977639) (← links)
- Feature selection guided by structural information (Q993274) (← links)
- Lasso-type recovery of sparse representations for high-dimensional data (Q1002157) (← links)
- Support vector machines with adaptive \(L_q\) penalty (Q1020744) (← links)
- Relaxed Lasso (Q1020826) (← links)
- SCAD-penalized regression in high-dimensional partially linear models (Q1020975) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Elastic-net regularization in learning theory (Q1023403) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE (Q1023796) (← links)
- A note on adaptive group Lasso (Q1023903) (← links)
- Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models (Q1023939) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Estimating the dimension of a model (Q1247128) (← links)
- Sparse high-dimensional fractional-norm support vector machine via DC programming (Q1615094) (← links)
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- Robust Bayesian regularized estimation based on \(t\) regression model (Q1657886) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- Bayesian group bridge for bi-level variable selection (Q1658425) (← links)
- On stepwise pattern recovery of the fused Lasso (Q1660156) (← links)
- Robust variable selection of joint frailty model for panel count data (Q1661331) (← links)
- Identification of local sparsity and variable selection for varying coefficient additive hazards models (Q1662933) (← links)
- Studies of the adaptive network-constrained linear regression and its application (Q1663145) (← links)
- Moderately clipped Lasso (Q1663146) (← links)
- The dual and degrees of freedom of linearly constrained generalized Lasso (Q1663318) (← links)
