Pages that link to "Item:Q440287"

The following pages link to Group variable selection via a hierarchical lasso and its oracle property (Q440287):

Displaying 20 items.

• Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
• An alternating determination-optimization approach for an additive multi-index model (Q434994) (← links)
• Estimating heterogeneous graphical models for discrete data with an application to roll call voting (Q746672) (← links)
• Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) (← links)
• A doubly sparse approach for group variable selection (Q1680797) (← links)
• On the asymptotic properties of the group lasso estimator for linear models (Q1951765) (← links)
• Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters (Q2032189) (← links)
• Adaptive sparse group LASSO in quantile regression (Q2051571) (← links)
• Objective Bayesian group variable selection for linear model (Q2155018) (← links)
• Hierarchically penalized additive hazards model with diverging number of parameters (Q2254832) (← links)
• Grouped variable screening for ultra-high dimensional data for linear model (Q2291335) (← links)
• A statistical framework for pathway and gene identification from integrative analysis (Q2400810) (← links)
• Max-linear regression models with regularization (Q2658805) (← links)
• Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates (Q2677126) (← links)
• Rank-based group variable selection (Q2832016) (← links)
• Component Selection in the Additive Regression Model (Q2852624) (← links)
• An Iterative Sparse-Group Lasso (Q3391280) (← links)
• BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications (Q3391445) (← links)
• Multiple Response Regression for Gaussian Mixture Models with Known Labels (Q4969864) (← links)
• Group linear algorithm with sparse principal decomposition: a variable selection and clustering method for generalized linear models (Q6099122) (← links)