Pages that link to "Item:Q2920262"
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The following pages link to Shrinkage Tuning Parameter Selection with a Diverging number of Parameters (Q2920262):
Displayed 50 items.
- Order selection for regression-based hidden Markov model (Q2079607) (← links)
- On skewed Gaussian graphical models (Q2111068) (← links)
- Smoothed partially linear quantile regression with nonignorable missing response (Q2151592) (← links)
- Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
- Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model (Q2194752) (← links)
- Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization (Q2203408) (← links)
- Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007) (← links)
- High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
- Sparse and efficient estimation for partial spline models with increasing dimension (Q2255168) (← links)
- Variable selection in ROC regression (Q2262193) (← links)
- Rank reduction for high-dimensional generalized additive models (Q2274971) (← links)
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response (Q2291327) (← links)
- Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515) (← links)
- Logical and test consistency in pairwise multiple comparisons (Q2301083) (← links)
- Penalized empirical likelihood for the sparse Cox regression model (Q2317296) (← links)
- The Dantzig selector for a linear model of diffusion processes (Q2330962) (← links)
- Spline estimation and variable selection for single-index prediction models with diverging number of index parameters (Q2348100) (← links)
- Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates (Q2361478) (← links)
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
- AIC for the non-concave penalized likelihood method (Q2414941) (← links)
- Penalized generalized empirical likelihood in high-dimensional weakly dependent data (Q2418518) (← links)
- Consistent tuning parameter selection in high-dimensional group-penalized regression (Q2423857) (← links)
- Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760) (← links)
- Robust estimation for partially linear models with large-dimensional covariates (Q2441137) (← links)
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part (Q2637602) (← links)
- Using penalized likelihood to select parameters in a random coefficients multinomial logit model (Q2658770) (← links)
- Information criteria for latent factor models: a study on factor pervasiveness and adaptivity (Q2688660) (← links)
- Robust sparse principal component analysis: situation of full sparseness (Q2688809) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models (Q2792277) (← links)
- BAYESIAN HYPER-LASSOS WITH NON-CONVEX PENALIZATION (Q2802765) (← links)
- Quadratic Approximation via the SCAD Penalty with a Diverging Number of Parameters (Q2809575) (← links)
- Sequential model selection-based segmentation to detect DNA copy number variation (Q2827192) (← links)
- TEXTURE ANALYSIS USING GAUSSIAN GRAPHICAL MODELS (Q2911902) (← links)
- VARIABLE SELECTION FOR PARTIALLY LINEAR VARYING COEFFICIENT QUANTILE REGRESSION MODEL (Q2921510) (← links)
- New Robust Variable Selection Methods for Linear Regression Models (Q2922164) (← links)
- Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data (Q2943788) (← links)
- Empirical Likelihood for Censored Linear Regression and Variable Selection (Q2949877) (← links)
- Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (Q2968469) (← links)
- SCAD-penalised generalised additive models with non-polynomial dimensionality (Q3145392) (← links)
- Variable selection in high-dimensional partly linear additive models (Q3145401) (← links)
- Combined-penalized likelihood estimations with a diverging number of parameters (Q3179246) (← links)
- Simultaneous variable selection for joint models of longitudinal and survival outcomes (Q3465745) (← links)
- Tuning Parameter Selection in the LASSO with Unspecified Propensity (Q4556969) (← links)
- Adaptive Lasso for generalized linear models with a diverging number of parameters (Q4605261) (← links)
- Multiple predicting<i>K</i>-fold cross-validation for model selection (Q4634448) (← links)
- A High‐dimensional Focused Information Criterion (Q4637090) (← links)
- Change-Point Detection for Variance Piecewise Constant Models (Q4906425) (← links)
- Efficient approximate <i>k</i>‐fold and leave‐one‐out cross‐validation for ridge regression (Q4917509) (← links)
- An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions (Q4960646) (← links)