Pages that link to "Item:Q5087438"
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The following pages link to Regression coefficient and autoregressive order shrinkage and selection via the lasso (Q5087438):
Displaying 50 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Selection by partitioning the solution paths (Q114375) (← links)
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Group variable selection for relative error regression (Q282894) (← links)
- Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- Variable selection in quantile regression when the models have autoregressive errors (Q488595) (← links)
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
- Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- Bayesian regularized quantile structural equation models (Q730442) (← links)
- Bayesian adaptive Lasso (Q743993) (← links)
- High dimensional regression for regenerative time-series: an application to road traffic modeling (Q830094) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- On sparse estimation for semiparametric linear transformation models (Q972891) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- A note on adaptive group Lasso (Q1023903) (← links)
- Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models (Q1023939) (← links)
- Nonnegative-Lasso and application in index tracking (Q1615217) (← links)
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- Learning low-complexity autoregressive models via proximal alternating minimization (Q1729071) (← links)
- Variable selection for spatial Poisson point processes via a regularization method (Q1731184) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables (Q2057845) (← links)
- High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
- Effective model calibration via sensible variable identification and adjustment with application to composite fuselage simulation (Q2078752) (← links)
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Modified LASSO estimators for time series regression models with dependent disturbances (Q2220306) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- SCAD-penalized regression for varying-coefficient models with autoregressive errors (Q2348446) (← links)
- A Bayesian approach to sparse dynamic network identification (Q2391442) (← links)
- Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors (Q2407765) (← links)
- Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- Exponential squared loss based robust variable selection of AR models (Q2673830) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- On a Semiparametric Data‐Driven Nonlinear Model with Penalized Spatio‐Temporal Lag Interactions (Q5377200) (← links)
- Frequentist Model Averaging for the Nonparametric Additive Model (Q6039882) (← links)
- Variable selection via composite quantile regression with dependent errors (Q6066191) (← links)
- Regularized Estimation in High-Dimensional Vector Auto-Regressive Models Using Spatio-Temporal Information (Q6069868) (← links)
- Regularization in dynamic random‐intercepts models for analysis of longitudinal data (Q6073414) (← links)
