Pages that link to "Item:Q5739463"
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The following pages link to The Mnet method for variable selection (Q5739463):
Displayed 16 items.
- The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
- Rank-based Liu regression (Q722749) (← links)
- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data (Q1633879) (← links)
- A coordinate descent algorithm for computing penalized smooth quantile regression (Q1703802) (← links)
- Smoothing Newton method for \(\ell^0\)-\(\ell^2\) regularized linear inverse problem (Q2072164) (← links)
- Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems (Q2125484) (← links)
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin (Q2131914) (← links)
- Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions (Q2196121) (← links)
- Penalized variable selection in competing risks regression (Q2364037) (← links)
- Graph structured sparse subset selection (Q2662712) (← links)
- An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions (Q4960646) (← links)
- Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail (Q5041338) (← links)
- Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure (Q5138041) (← links)
- Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection (Q5220939) (← links)
- Bayesian inference for high‐dimensional linear regression under mnet priors (Q5507353) (← links)
- Best subset selection with shrinkage: sparse additive hazards regression with the grouping effect (Q6181677) (← links)