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.
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- The quantile process under random censoring (Q893069) (← links)
- Model selection and estimation in high dimensional regression models with group SCAD (Q893964) (← links)
- Sparse identification of posynomial models (Q894327) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Characterization of weighted quantile sum regression for highly correlated data in a risk analysis setting (Q894843) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← 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)
- Dimension reduction based linear surrogate variable approach for model free variable selection (Q900762) (← links)
- Separation of linear and index covariates in partially linear single-index models (Q900792) (← links)
- Practical variable selection for generalized additive models (Q901636) (← links)
- SLOPE-adaptive variable selection via convex optimization (Q902886) (← links)
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty (Q904101) (← 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)
- Interquantile shrinkage and variable selection in quantile regression (Q1615197) (← links)
- Nonnegative-Lasso and application in index tracking (Q1615217) (← links)
- Model detection for functional polynomial regression (Q1615229) (← links)