Pages that link to "Item:Q939653"

The following pages link to Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models (Q939653):

Displaying 17 items.

• A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
• Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
• Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
• Selection of spatial-temporal lattice models: assessing the impact of climate conditions on a mountain pine beetle outbreak (Q484694) (← links)
• Variable selection in measurement error models (Q605044) (← links)
• Robust rank correlation based screening (Q693749) (← links)
• Sparse estimation in functional linear regression (Q764470) (← links)
• Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
• Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
• Efficient Bayesian regularization for graphical model selection (Q1738143) (← links)
• Variable selection in linear mixed effects models (Q1940766) (← links)
• The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
• Network exploration via the adaptive LASSO and SCAD penalties (Q2270657) (← links)
• Smoothed rank correlation of the linear transformation regression model (Q2359515) (← links)
• A new model selection procedure based on dynamic quantile regression (Q2953289) (← links)
• Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes (Q5037796) (← links)
• Varying Coefficient Regression Models: A Review and New Developments (Q6064064) (← links)