Pages that link to "Item:Q147375"
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The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):
Displaying 50 items.
- Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials (Q61016) (← links)
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data (Q80801) (← links)
- Quadratic Majorization for Nonconvex Loss with Applications to the Boosting Algorithm (Q82722) (← links)
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Variable selection in discrete survival models including heterogeneity (Q99247) (← links)
- Leveraging mixed and incomplete outcomes via reduced-rank modeling (Q105484) (← links)
- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data (Q107040) (← links)
- Truncated estimation in functional generalized linear regression models (Q107122) (← links)
- Selection by partitioning the solution paths (Q114375) (← links)
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Bayesian variable selection with shrinking and diffusing priors (Q118687) (← links)
- The group exponential lasso for bi-level variable selection (Q123390) (← links)
- Simple measures of uncertainty for model selection (Q127484) (← links)
- Sparse classification with paired covariates (Q127641) (← links)
- A simple measure of conditional dependence (Q128731) (← links)
- Pursuing Sources of Heterogeneity in Modeling Clustered Population (Q130716) (← links)
- Complete subset regressions (Q134090) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- Estimator selection in the Gaussian setting (Q141397) (← links)
- biospear (Q147380) (← links)
- Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence (Q147727) (← links)
- The ranking lasso and its application to sport tournaments (Q149774) (← links)
- Exact Spike Train Inference Via $\ell_0$ Optimization (Q152825) (← links)
- Restricted fence method for covariate selection in longitudinal data analysis (Q153782) (← links)
- Oracle, multiple robust and multipurpose calibration in a missing response problem (Q252726) (← links)
- Model selection in linear mixed models (Q252741) (← links)
- Orthogonal one step greedy procedure for heteroscedastic linear models (Q254223) (← links)
- Penalized weighted composite quantile estimators with missing covariates (Q259661) (← links)
- On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Penalized likelihood regression for generalized linear models with non-quadratic penalties (Q261840) (← links)
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data (Q262408) (← links)
- A new variable selection approach for varying coefficient models (Q267654) (← links)
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method (Q268292) (← links)
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
- Model detection and variable selection for varying coefficient models with longitudinal data (Q270128) (← links)
- Simultaneous variable selection and de-coarsening in multi-path change-point models (Q272078) (← links)
- Quantile regression for single-index-coefficient regression models (Q273760) (← links)
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Weighted composite quantile regression for single-index models (Q276965) (← links)
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
- TENET: tail-event driven network risk (Q281059) (← links)
- Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Group variable selection for relative error regression (Q282894) (← links)
- Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) (← links)
