Pages that link to "Item:Q2920262"
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The following pages link to Shrinkage Tuning Parameter Selection with a Diverging number of Parameters (Q2920262):
Displaying 50 items.
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
- Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- Smooth predictive model fitting in regression (Q512005) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- A pseudo-heuristic parameter selection rule for \(l^1\)-regularized minimization problems (Q679565) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- Sparse estimation in functional linear regression (Q764470) (← links)
- Using penalized EM algorithm to infer learning trajectories in latent transition CDM (Q823864) (← links)
- Promote sign consistency in the joint estimation of precision matrices (Q830115) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data (Q1633879) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- A relative error-based approach for variable selection (Q1659002) (← links)
- Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
- Penalized composite likelihoods for inhomogeneous Gibbs point process models (Q1662861) (← links)
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
- A doubly sparse approach for group variable selection (Q1680797) (← links)
- Regularized latent class analysis with application in cognitive diagnosis (Q1682442) (← links)
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
- Modeling trend processes in parametric mortality models (Q1697268) (← links)
- A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
- Review: Reversed low-rank ANOVA model for transforming high dimensional genetic data into low dimension (Q1740304) (← links)
- Regularization parameter selection for penalized empirical likelihood estimator (Q1741726) (← links)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
- Variable selection for structural equation with endogeneity (Q1794305) (← links)
- Shrinkage averaging estimation (Q1928360) (← links)
- Further asymptotic properties of the generalized information criterion (Q1950832) (← links)
- A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- High-dimensional integrative analysis with homogeneity and sparsity recovery (Q2008216) (← links)
- A Lasso-penalized BIC for mixture model selection (Q2009036) (← links)
- Partial penalized empirical likelihood ratio test under sparse case (Q2013032) (← links)
- A distribution-based Lasso for a general single-index model (Q2018911) (← links)
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts (Q2042529) (← links)
- Clustering of subsample means based on pairwise L1 regularized empirical likelihood (Q2046479) (← links)
