Pages that link to "Item:Q147375"
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The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):
Displayed 17 items.
- biospear (Q147380) (← links)
- Composite quantile regression and the oracle model selection theory (Q930648) (← links)
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q939651) (← links)
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models (Q939653) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- ``Preconditioning'' for feature selection and regression in high-dimensional problems (Q939656) (← links)
- Iterative thresholding algorithms (Q942154) (← links)
- When do stepwise algorithms meet subset selection criteria? (Q995431) (← links)
- Lasso-type recovery of sparse representations for high-dimensional data (Q1002157) (← links)
- Rank reducible varying coefficient model (Q1007481) (← links)
- Estimating the dimension of a model (Q1247128) (← links)
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators (Q2426826) (← links)
- Variable selection for multicategory SVM via adaptive sup-norm regularization (Q2426830) (← links)
- Penalized model-based clustering (Q2426832) (← links)
- Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data (Q3506488) (← links)
- Rank-based variable selection (Q3509728) (← links)
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q5966368) (← links)