Pages that link to "Item:Q2426616"
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The following pages link to Asymptotic properties of bridge estimators in sparse high-dimensional regression models (Q2426616):
Displaying 50 items.
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
- Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
- Asymtotics of Dantzig selector for a general single-index model (Q328839) (← links)
- Strong consistency of Lasso estimators (Q354203) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
- Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
- Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- Variable selection in infinite-dimensional problems (Q466987) (← links)
- High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
- A note on the smoothing quadratic regularization method for non-Lipschitz optimization (Q494677) (← links)
- Beyond support in two-stage variable selection (Q517395) (← links)
- Sure feature screening for high-dimensional dichotomous classification (Q525910) (← links)
- Dynamic single-index model for functional data (Q525915) (← links)
- Inference in regression models with many regressors (Q528054) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- Variable selection and regression analysis for graph-structured covariates with an application to genomics (Q614169) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Penalized least-squares estimation for regression coefficients in high-dimensional partially linear models (Q645606) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Smoothing methods for nonsmooth, nonconvex minimization (Q715249) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Continuously dynamic additive models for functional data (Q739578) (← links)
- Convergence of the reweighted \(\ell_1\) minimization algorithm for \(\ell_2-\ell_p\) minimization (Q742293) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Variable selection in the accelerated failure time model via the bridge method (Q746027) (← links)
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
- M-estimation in high-dimensional linear model (Q824747) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm (Q890292) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Dimension reduction based linear surrogate variable approach for model free variable selection (Q900762) (← links)
- Variable selection in nonparametric additive models (Q988006) (← links)
- SCAD-penalized regression in high-dimensional partially linear models (Q1020975) (← links)
- Tournament screening cum EBIC for feature selection with high-dimensional feature spaces (Q1042967) (← links)
