Pages that link to "Item:Q3632569"
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The following pages link to Unified LASSO Estimation by Least Squares Approximation (Q3632569):
Displayed 50 items.
- Penalised quantile periodogram for spectral estimation (Q2301105) (← links)
- Penalized empirical likelihood for the sparse Cox regression model (Q2317296) (← links)
- Nonparametric additive beta regression for fractional response with application to body fat data (Q2329907) (← links)
- Model selection of M-estimation models using least squares approximation (Q2344894) (← links)
- Variable selection and estimation for semi-parametric multiple-index models (Q2345120) (← links)
- Quantile regression and variable selection of partial linear single-index model (Q2352452) (← links)
- On the impact of model selection on predictor identification and parameter inference (Q2358941) (← links)
- Penalized variable selection in competing risks regression (Q2364037) (← links)
- Penalized estimation equation for an extended single-index model (Q2397050) (← links)
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
- Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study (Q2406186) (← links)
- Quantile regression and variable selection of single-index coefficient model (Q2409394) (← links)
- High-dimensional influence measure (Q2438764) (← links)
- Leave-one-out cross-validation is risk consistent for Lasso (Q2512895) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Sparse dynamical system identification with simultaneous structural parameters and initial condition estimation (Q2680004) (← links)
- Shrinkage and Penalty Estimators of a Poisson Regression Model (Q2802803) (← links)
- Quadratic Approximation via the SCAD Penalty with a Diverging Number of Parameters (Q2809575) (← links)
- Bayesian Elastic Net Tobit Quantile Regression (Q2821007) (← links)
- Model selection and inference for censored lifetime medical expenditures (Q2827182) (← links)
- The adaptive BerHu penalty in robust regression (Q2832013) (← links)
- Resampling-based efficient shrinkage method for non-smooth minimands (Q2863046) (← links)
- ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES (Q2909250) (← links)
- Shrinkage Tuning Parameter Selection with a Diverging number of Parameters (Q2920262) (← links)
- Penalized MM regression estimation with<i>L</i><sub>γ</sub>penalty: a robust version of bridge regression (Q2953971) (← links)
- Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection (Q2979579) (← links)
- Sufficient Dimension Reduction for Censored Regressions (Q3013981) (← links)
- Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function (Q3077761) (← links)
- The Dantzig Selector in Cox's Proportional Hazards Model (Q3103139) (← links)
- Sparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed Models (Q3121567) (← links)
- Fast FSR Variable Selection with Applications to Clinical Trials (Q3183202) (← links)
- Simultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge Regression (Q3304848) (← links)
- A penalized likelihood approach for investigating gene–drug interactions in pharmacogenetic studies (Q3459956) (← links)
- Sparse kernel machine regression for ordinal outcomes (Q3465724) (← links)
- On the selection of ordinary differential equation models with application to predator‐prey dynamical models (Q3465737) (← links)
- Variable Selection in the Cox Regression Model with Covariates Missing at Random (Q3561806) (← links)
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data (Q4645255) (← links)
- Skills in demand for ICT and statistical occupations: Evidence from web‐based job vacancies (Q4970416) (← links)
- Robust adaptive Lasso for variable selection (Q4975172) (← links)
- WLAD-LASSO method for robust estimation and variable selection in partially linear models (Q5031688) (← links)
- Bayesian bridge regression (Q5035746) (← links)
- Bayesian variable selection and coefficient estimation in heteroscedastic linear regression model (Q5036373) (← links)
- Group regularization for zero-inflated poisson regression models with an application to insurance ratemaking (Q5036649) (← links)
- (Q5053169) (← links)
- Least-Square Approximation for a Distributed System (Q5066485) (← links)
- Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system (Q5081038) (← links)
- A new Gibbs sampler for Bayesian lasso (Q5086323) (← links)
- Variable selection approach for zero-inflated count data via adaptive lasso (Q5128631) (← links)
- Quantile regression and variable selection for the single-index model (Q5128663) (← links)