Pages that link to "Item:Q147375"
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The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):
Displayed 50 items.
- Fully Bayes factors with a generalized \(g\)-prior (Q661180) (← links)
- Adaptive LASSO for general transformation models with right censored data (Q693274) (← links)
- Adaptive sequential design for regression on multi-resolution bases (Q693303) (← links)
- The predictive Lasso (Q693339) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- Variable selection for semiparametric varying coefficient partially linear models (Q734698) (← links)
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization (Q734955) (← 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)
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates (Q764508) (← links)
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data (Q764510) (← links)
- High-dimensional variable selection (Q834336) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- Composite quantile regression and the oracle model selection theory (Q930648) (← links)
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q939651) (← links)
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models (Q939653) (← 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)
- Iterative thresholding algorithms (Q942154) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- A sparse eigen-decomposition estimation in semiparametric regression (Q962349) (← links)
- Sparse estimation and inference for censored median regression (Q963882) (← links)
- Image denoising via solution paths (Q970161) (← links)
- On sparse estimation for semiparametric linear transformation models (Q972891) (← links)
- Total variation, adaptive total variation and nonconvex smoothly clipped absolute deviation penalty for denoising blocky images (Q975156) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models (Q979240) (← links)
- High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)
- Penalized variable selection procedure for Cox models with semiparametric relative risk (Q987999) (← links)
- Variable selection in nonparametric additive models (Q988006) (← links)
- SPADES and mixture models (Q988014) (← links)
- Sparse regulatory networks (Q993240) (← links)
- Feature selection guided by structural information (Q993274) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- When do stepwise algorithms meet subset selection criteria? (Q995431) (← links)
- Lasso-type recovery of sparse representations for high-dimensional data (Q1002157) (← links)
- Rank reducible varying coefficient model (Q1007481) (← links)
- Gaussian model selection with an unknown variance (Q1020973) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- A note on adaptive group Lasso (Q1023903) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Estimating the dimension of a model (Q1247128) (← links)