Pages that link to "Item:Q939649"
From MaRDI portal
The following pages link to One-step sparse estimates in nonconcave penalized likelihood models (Q939649):
Displaying 50 items.
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection (Q58075) (← links)
- Delete or merge regressors for linear model selection (Q78545) (← links)
- MM for penalized estimation (Q82924) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing (Q123852) (← links)
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- A modified local quadratic approximation algorithm for penalized optimization problems (Q147630) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Model selection in linear mixed models (Q252741) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data (Q262408) (← links)
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization (Q273588) (← links)
- Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
- Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- DC approximation approaches for sparse optimization (Q319281) (← links)
- Latent variable selection in structural equation models (Q321933) (← links)
- Variable selection for additive partial linear quantile regression with missing covariates (Q321935) (← links)
- Constructing initial estimators in one-step estimation procedures of nonlinear regression (Q342757) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- On constrained and regularized high-dimensional regression (Q380022) (← links)
- Impacts of high dimensionality in finite samples (Q385798) (← links)
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
- Component selection in additive quantile regression models (Q397238) (← links)
- Group coordinate descent algorithms for nonconvex penalized regression (Q425386) (← links)
- Generalized degrees of freedom and adaptive model selection in linear mixed-effects models (Q425656) (← links)
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- Oracle properties of SCAD-penalized support vector machine (Q433741) (← links)
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
- Quadratic approximation on SCAD penalized estimation (Q452598) (← links)
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
- Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- SICA for Cox's proportional hazards model with a diverging number of parameters (Q477528) (← links)
- Robust sure independence screening for ultrahigh dimensional non-normal data (Q477878) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- On estimation and selection of autologistic regression models via penalized pseudolikelihood (Q486061) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Variable selection of varying dispersion student-\(t\) regression models (Q498090) (← links)
