Pages that link to "Item:Q5254958"
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The following pages link to Regularization Parameter Selections via Generalized Information Criterion (Q5254958):
Displaying 50 items.
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- Selection by partitioning the solution paths (Q114375) (← links)
- Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments (Q147162) (← links)
- Simultaneous variable selection and de-coarsening in multi-path change-point models (Q272078) (← links)
- Random subspace method for high-dimensional regression with the \texttt{R} package \texttt{regRSM} (Q311298) (← links)
- Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- Variable selection of generalized regression models based on maximum rank correlation (Q477519) (← links)
- On estimation and selection of autologistic regression models via penalized pseudolikelihood (Q486061) (← links)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- Shrinkage estimation of the linear model with spatial interaction (Q506575) (← links)
- Multi-species distribution modeling using penalized mixture of regressions (Q746675) (← links)
- A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
- Generalized \(k\)-means in GLMs with applications to the outbreak of COVID-19 in the United States (Q830116) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Model selection via Bayesian information capacity designs for generalised linear models (Q1658158) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- Radial basis function approximation of noisy scattered data on the sphere (Q1679208) (← links)
- A penalized likelihood method for structural equation modeling (Q1695631) (← links)
- The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
- A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
- Convex and non-convex regularization methods for spatial point processes intensity estimation (Q1746561) (← links)
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
- Variable selection in linear mixed effects models (Q1940766) (← links)
- Further asymptotic properties of the generalized information criterion (Q1950832) (← links)
- Estimating the number of components in finite mixture models via the group-sort-fuse procedure (Q2073694) (← links)
- A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series (Q2137578) (← links)
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses (Q2138617) (← links)
- Least informative distributions in maximum \(q\)-log-likelihood estimation (Q2153174) (← links)
- The LASSO on latent indices for regression modeling with ordinal categorical predictors (Q2189591) (← links)
- Local RBF-based penalized least-squares approximation on the sphere with noisy scattered data (Q2196025) (← links)
- Sparse regression for large data sets with outliers (Q2242288) (← links)
- Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
- Variable selection in ROC regression (Q2262193) (← links)
- Tuning parameter calibration for \(\ell_1\)-regularized logistic regression (Q2317308) (← links)
- Selecting the tuning parameter in penalized Gaussian graphical models (Q2329783) (← links)
- Penalized variable selection in competing risks regression (Q2364037) (← links)
- AIC for the non-concave penalized likelihood method (Q2414941) (← links)
- Sparse wavelet estimation in quantile regression with multiple functional predictors (Q2416736) (← links)
- Consistent tuning parameter selection in high-dimensional group-penalized regression (Q2423857) (← links)
- Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760) (← links)
- Tuning Parameter Selection in Penalized Frailty Models (Q2816680) (← links)
- Variable selection and estimation in generalized linear models with the seamless ${\it L}_{{\rm 0}}$ penalty (Q2856573) (← links)
- Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models (Q2861816) (← links)
- Tuning Parameter Selector for the Penalized Likelihood Method in Multivariate Generalized Linear Models (Q2864670) (← links)
