Pages that link to "Item:Q1954143"

The following pages link to Sign-constrained least squares estimation for high-dimensional regression (Q1954143):

Displaying 19 items.

• On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
• Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
• Constrained inference in linear regression (Q311814) (← links)
• The geometry of least squares in the 21st century (Q373539) (← links)
• Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
• The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii (Q666588) (← links)
• Group subset selection for linear regression (Q1623472) (← links)
• Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
• High-dimensional sign-constrained feature selection and grouping (Q2042289) (← links)
• Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
• Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
• Bayesian inference for generalized linear model with linear inequality constraints (Q2242154) (← links)
• Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields (Q2341885) (← links)
• A component lasso (Q3463403) (← links)
• Integer constraints for enhancing interpretability in linear regression (Q4969267) (← links)
• Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint (Q5085551) (← links)
• Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data (Q5086389) (← links)
• Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking (Q5107785) (← links)
• ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS (Q6078283) (← links)