Pages that link to "Item:Q1952223"
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The following pages link to The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223):
Displaying 17 items.
- The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
- Properties and iterative methods for the lasso and its variants (Q741471) (← links)
- Convex relaxations of penalties for sparse correlated variables with bounded total variation (Q747277) (← links)
- A coordinate descent algorithm for computing penalized smooth quantile regression (Q1703802) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- Adaptive function-on-scalar regression with a smoothing elastic net (Q2048111) (← links)
- Free disposal hull condition to verify when efficiency coincides with weak efficiency (Q2073052) (← links)
- Smoothly adaptively centered ridge estimator (Q2078549) (← links)
- Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems (Q2125484) (← links)
- Nonparametric estimation of the random coefficients model: an elastic net approach (Q2155297) (← links)
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison (Q2259726) (← links)
- Perspective maximum likelihood-type estimation via proximal decomposition (Q2286365) (← links)
- Innovated interaction screening for high-dimensional nonlinear classification (Q2352740) (← links)
- An extended variable inclusion and shrinkage algorithm for correlated variables (Q2359516) (← links)
- Structured regularization for conditional Gaussian graphical models (Q2361457) (← links)
- Submodular functions: from discrete to continuous domains (Q2414912) (← links)
- A strongly secure identity-based authenticated group key exchange protocol (Q5046475) (← links)