Pages that link to "Item:Q2466686"
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The following pages link to On the ``degrees of freedom'' of the lasso (Q2466686):
Displaying 50 items.
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Estimator selection in the Gaussian setting (Q141397) (← links)
- Estimating treatment effect heterogeneity in randomized program evaluation (Q142565) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Quantile regression for single-index-coefficient regression models (Q273760) (← links)
- Weighted composite quantile regression for single-index models (Q276965) (← links)
- Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks (Q306638) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- A lasso for hierarchical interactions (Q366961) (← links)
- Regularized 3D functional regression for brain image data via Haar wavelets (Q400650) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
- A new class of semiparametric semivariogram and nugget estimators (Q434954) (← links)
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso (Q439175) (← links)
- Degrees of freedom in lasso problems (Q447864) (← links)
- Comment: Boosting algorithms: regularization, prediction and model fitting (Q449784) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- Change-point model selection via AIC (Q498057) (← links)
- Degrees of freedom in low rank matrix estimation (Q525906) (← links)
- Sparse logistic principal components analysis for binary data (Q614179) (← links)
- Rejoinder to the comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619145) (← links)
- The solution path of the generalized lasso (Q638794) (← links)
- Variable selection for additive partially linear models with measurement error (Q641762) (← links)
- Robust penalized quantile regression estimation for panel data (Q736536) (← links)
- LASSO-based multivariate linear profile monitoring (Q763195) (← links)
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection (Q823858) (← links)
- Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination (Q830065) (← links)
- Functional additive regression (Q888512) (← links)
- Stability of the elastic net estimator (Q895982) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Gene selection and prediction for cancer classification using support vector machines with a reject option (Q901576) (← links)
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty (Q904101) (← links)
- On sparse estimation for semiparametric linear transformation models (Q972891) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer (Q977622) (← links)
- Penalized variable selection procedure for Cox models with semiparametric relative risk (Q987999) (← links)
- An algebraic characterization of the optimum of regularized kernel methods (Q1009329) (← links)
- Penalized solutions to functional regression problems (Q1020154) (← links)
- On the degrees of freedom in shrinkage estimation (Q1021833) (← links)
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE (Q1023796) (← links)
- The composite absolute penalties family for grouped and hierarchical variable selection (Q1043749) (← links)
- Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
- Estimation of an oblique structure via penalized likelihood factor analysis (Q1623658) (← links)
- Variable selection in general multinomial logit models (Q1623760) (← links)
- Degrees of freedom for piecewise Lipschitz estimators (Q1650119) (← links)
- Simultaneous dimension reduction and variable selection in modeling high dimensional data (Q1654282) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
