Pages that link to "Item:Q153217"
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The following pages link to A stepwise regression method and consistent model selection for high-dimensional sparse linear models (Q153217):
Displaying 37 items.
- Ohit (Q153218) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Variable selection in high-dimensional sparse multiresponse linear regression models (Q779699) (← links)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
- Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- A two-stage regularization method for variable selection and forecasting in high-order interaction model (Q1723055) (← links)
- Simultaneous feature selection and clustering based on square root optimization (Q2028812) (← links)
- Stochastic approximation: from statistical origin to big-data, multidisciplinary applications (Q2038304) (← links)
- The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
- A sequential feature selection procedure for high-dimensional Cox proportional hazards model (Q2087405) (← links)
- Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization (Q2203408) (← links)
- Model selection for high-dimensional linear regression with dependent observations (Q2215720) (← links)
- Forward regression for Cox models with high-dimensional covariates (Q2274944) (← links)
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
- A resampling approach for confidence intervals in linear time-series models after model selection (Q2683268) (← links)
- Fixed-Size Confidence Regions in High-Dimensional Sparse Linear Regression Models (Q3194549) (← links)
- Particle swarm stepwise (PaSS) algorithm for information criteria-based variable selections (Q3389595) (← links)
- Trace Ratio Optimization for High-Dimensional Multi-Class Discrimination (Q5066430) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
- Variance reduction for risk measures with importance sampling in nested simulation (Q5079359) (← links)
- Feature Selection by Canonical Correlation Search in High-Dimensional Multiresponse Models With Complex Group Structures (Q5120660) (← links)
- A Sequential Significance Test for Treatment by Covariate Interactions (Q5155191) (← links)
- High-dimensional linear model selection motivated by multiple testing (Q5213362) (← links)
- A stepwise regression algorithm for high-dimensional variable selection (Q5220827) (← links)
- Estimation and model selection in general spatial dynamic panel data models (Q5854827) (← links)
- Bayesian variable selection for linear regression with the κ-G priors (Q6042991) (← links)
- Forward variable selection for ultra-high dimensional quantile regression models (Q6046050) (← links)
- Greedy Variable Selection for High-Dimensional Cox Models (Q6069891) (← links)
- A semi-parametric approach to feature selection in high-dimensional linear regression models (Q6177013) (← links)
- Estimation and variable selection for high-dimensional spatial dynamic panel data models (Q6193062) (← links)
- Adaptive Algorithm for Multi-Armed Bandit Problem with High-Dimensional Covariates (Q6567892) (← links)
- Threshold Estimation via Group Orthogonal Greedy Algorithm (Q6616616) (← links)
- An Interactive Greedy Approach to Group Sparsity in High Dimensions (Q6621653) (← links)
