Pages that link to "Item:Q548648"

The following pages link to Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648):

Displaying 9 items.

• Smooth predictive model fitting in regression (Q512005) (← links)
• Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
• Regularized latent class analysis with application in cognitive diagnosis (Q1682442) (← links)
• Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
• Sparse group fused Lasso for model segmentation: a hybrid approach (Q2051576) (← links)
• Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
• Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
• A Unified Framework for Change Point Detection in High-Dimensional Linear Models (Q6069892) (← links)
• Variables selection using \(\mathcal{L}_0\) penalty (Q6071717) (← links)