Pages that link to "Item:Q4468342"

The following pages link to Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties (Q4468342):

Displaying 26 items.

• Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
• The variational Garrote (Q479478) (← links)
• Shrinkage estimation of varying covariate effects based on quantile regression (Q746335) (← links)
• Automatic model selection for partially linear models (Q842929) (← links)
• Feature selection for linear SVMs under uncertain data: robust optimization based on difference of convex functions algorithms (Q889303) (← links)
• Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations (Q1621346) (← links)
• Screening active factors in supersaturated designs (Q1623593) (← links)
• Model selection consistency of Lasso for empirical data (Q1624086) (← links)
• Robust variable selection of joint frailty model for panel count data (Q1661331) (← links)
• On dual model-free variable selection with two groups of variables (Q1661367) (← links)
• Penalized composite likelihoods for inhomogeneous Gibbs point process models (Q1662861) (← links)
• A proximal difference-of-convex algorithm with extrapolation (Q1744881) (← links)
• Efficient test-based variable selection for high-dimensional linear models (Q1749977) (← links)
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data (Q1795586) (← links)
• Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
• Fast and adaptive sparse precision matrix estimation in high dimensions (Q2256755) (← links)
• Forward regression for Cox models with high-dimensional covariates (Q2274944) (← links)
• High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking (Q2302521) (← links)
• Novel harmonic regularization approach for variable selection in Cox's proportional hazards model (Q2330191) (← links)
• Variable selection in quantile varying coefficient models with longitudinal data (Q2359501) (← links)
• Investigate Data Dependency for Dynamic Gene Regulatory Network Identification through High-dimensional Differential Equation Approach (Q2821005) (← links)
• Bayesian Model Selection in High-Dimensional Settings (Q4916502) (← links)
• Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation (Q5120677) (← links)
• Alternating Direction Method of Multipliers for a Class of Nonconvex and Nonsmooth Problems with Applications to Background/Foreground Extraction (Q5266366) (← links)
• Penalty Methods for a Class of Non-Lipschitz Optimization Problems (Q5741071) (← links)
• Variable Selection Methods in High-dimensional Regression—A Simulation Study (Q5860257) (← links)