Pages that link to "Item:Q4468300"
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The following pages link to Regularization of Wavelet Approximations (Q4468300):
Displayed 50 items.
- Sparse-smooth regularized singular value decomposition (Q391596) (← links)
- Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← links)
- Model selection in linear mixed effect models (Q432304) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators (Q450007) (← links)
- Statistical inference for fixed-effects partially linear regression models with errors in variables (Q451444) (← links)
- Risks of large portfolios (Q494174) (← links)
- Additive model selection (Q513754) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- LAPB: locally adaptive patch-based wavelet domain edge-preserving image denoising (Q526675) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Statistical inference using a weighted difference-based series approach for partially linear regression models (Q631626) (← links)
- Adaptive LASSO for general transformation models with right censored data (Q693274) (← links)
- Regularized optimization with spatial coupling for robust decision making (Q723991) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- Nonparametric regression with warped wavelets and strong mixing processes (Q825064) (← links)
- Nonlinear regression modeling via regularized wavelets and smoothing parameter selection (Q855915) (← links)
- Efficient resolution and basis functions selection in wavelet regression (Q906138) (← links)
- One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
- Robust nonparametric estimation via wavelet median regression (Q955130) (← links)
- Wavelet estimation of partially linear models (Q956986) (← links)
- Cross-validated wavelet shrinkage (Q964663) (← links)
- Iterative estimation algorithms using conjugate function lower bound and minorization-maximization with applications in image denoising (Q966733) (← links)
- Block thresholding wavelet regression using SCAD penalty (Q974520) (← links)
- Total variation, adaptive total variation and nonconvex smoothly clipped absolute deviation penalty for denoising blocky images (Q975156) (← links)
- Wavelet methods in statistics: some recent developments and their applications (Q975559) (← links)
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer (Q977622) (← links)
- Variable selection in nonparametric additive models (Q988006) (← links)
- Statistical M-estimation and consistency in large deformable models for image warping (Q993536) (← links)
- Wavelet estimation by Bayesian thresholding and model selection (Q999035) (← links)
- Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data (Q1007448) (← links)
- Smooth functions and local extreme values (Q1020189) (← links)
- Support vector machines with adaptive \(L_q\) penalty (Q1020744) (← links)
- A data-driven block thresholding approach to wavelet estimation (Q1020970) (← links)
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes (Q1414608) (← links)
- Nonparametric additive model with grouped Lasso and maximizing area under the ROC curve (Q1623603) (← links)
- Estimating large correlation matrices for international migration (Q1624816) (← links)
- A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models (Q1698844) (← links)
- Sparse-group independent component analysis with application to yield curves prediction (Q1727895) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← links)
- Asymptotic normality of adaptive wavelet thresholding risk estimation (Q1761079) (← links)
- Regression in random design and warped wavelets (Q1763102) (← links)
- Wavelet-based estimation with multiple sampling rates (Q1766122) (← links)
- A new algorithm for fixed design regression and denoising (Q1768095) (← links)
- Minimax estimation with thresholding and its application to wavelet analysis (Q1781153) (← links)
- Time-varying Lasso (Q1787675) (← links)
- Limit theorems for risk estimate in models with non-Gaussian noise (Q1789216) (← links)
- Variable selection for Cox's proportional hazards model and frailty model (Q1848930) (← links)
- Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926) (← links)