Pages that link to "Item:Q5447649"
From MaRDI portal
The following pages link to Tuning parameter selectors for the smoothly clipped absolute deviation method (Q5447649):
Displaying 50 items.
- Penalized maximum likelihood estimation and variable selection in geostatistics (Q661173) (← links)
- Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
- Adaptive LASSO for general transformation models with right censored data (Q693274) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution (Q715499) (← links)
- Variable selection for varying-coefficient models with the sparse regularization (Q736986) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- LASSO-based multivariate linear profile monitoring (Q763195) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- Sparse estimation in functional linear regression (Q764470) (← links)
- Endogenous treatment effect estimation using high-dimensional instruments and double selection (Q826717) (← links)
- Statistical inference for multivariate longitudinal data with irregular auto-correlated error process (Q828641) (← links)
- Promote sign consistency in the joint estimation of precision matrices (Q830115) (← links)
- Model detection and estimation for varying coefficient panel data models with fixed effects (Q830568) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates (Q888506) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← 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)
- 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)
- A sparse eigen-decomposition estimation in semiparametric regression (Q962349) (← links)
- Model selection with the loss rank principle (Q962384) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- A note on adaptive group Lasso (Q1023903) (← links)
- Local linear regression for data with AR errors (Q1036922) (← links)
- Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
- Screening active factors in supersaturated designs (Q1623593) (← links)
- Variable and boundary selection for functional data via multiclass logistic regression modeling (Q1623638) (← links)
- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data (Q1633879) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- A relative error-based approach for variable selection (Q1659002) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
- Unsupervised learning of mixture regression models for longitudinal data (Q1662922) (← links)
- Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
- A doubly sparse approach for group variable selection (Q1680797) (← links)
- Regularized latent class analysis with application in cognitive diagnosis (Q1682442) (← links)
- B spline variable selection for the single index models (Q1685210) (← links)
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
- A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
- Generalized growth curve models for longitudinal data in application to a randomized controlled trial (Q1726160) (← links)
- Modified SCAD penalty for constrained variable selection problems (Q1731229) (← links)
- Adaptive testing for the partially linear single-index model with error-prone linear covariates (Q1731365) (← links)
- Review: Reversed low-rank ANOVA model for transforming high dimensional genetic data into low dimension (Q1740304) (← links)
- Convex and non-convex regularization methods for spatial point processes intensity estimation (Q1746561) (← links)
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
- Variable selection for structural equation with endogeneity (Q1794305) (← links)
