Pages that link to "Item:Q147375"
From MaRDI portal
The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):
Displayed 50 items.
- Fully Bayes factors with a generalized \(g\)-prior (Q661180) (← links)
- Near-optimal stochastic approximation for online principal component estimation (Q681490) (← links)
- Adaptive LASSO for general transformation models with right censored data (Q693274) (← links)
- Adaptive sequential design for regression on multi-resolution bases (Q693303) (← links)
- The predictive Lasso (Q693339) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- Rank-based Liu regression (Q722749) (← links)
- Shrinkage estimation in linear mixed models for longitudinal data (Q723454) (← links)
- Group and within-group variable selection for competing risks data (Q725412) (← links)
- Sparse factor regression via penalized maximum likelihood estimation (Q725684) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Bayesian regularized quantile structural equation models (Q730442) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- Variable selection for semiparametric varying coefficient partially linear models (Q734698) (← links)
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization (Q734955) (← links)
- Variable selection for varying-coefficient models with the sparse regularization (Q736986) (← links)
- Sparse recovery via differential inclusions (Q739470) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- Bayesian adaptive Lasso (Q743993) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- Model selection by LASSO methods in a change-point model (Q744757) (← links)
- Variational approximation for heteroscedastic linear models and matching pursuit algorithms (Q746230) (← links)
- On Bayesian lasso variable selection and the specification of the shrinkage parameter (Q746286) (← links)
- A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems (Q746299) (← links)
- Random effects selection in generalized linear mixed models via shrinkage penalty function (Q746316) (← links)
- Shrinkage estimation of varying covariate effects based on quantile regression (Q746335) (← links)
- Multi-species distribution modeling using penalized mixture of regressions (Q746675) (← links)
- Sample size determination for training cancer classifiers from microarray and RNA-seq data (Q746699) (← links)
- Wavelet-domain regression and predictive inference in psychiatric neuroimaging (Q746704) (← links)
- Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
- LASSO-based multivariate linear profile monitoring (Q763195) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- Sparse estimation in functional linear regression (Q764470) (← links)
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates (Q764508) (← links)
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data (Q764510) (← links)
- High-dimensional variable selection (Q834336) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates (Q888506) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Feature selection for linear SVMs under uncertain data: robust optimization based on difference of convex functions algorithms (Q889303) (← links)
- Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm (Q890292) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation (Q892458) (← links)
- Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)