Pages that link to "Item:Q147375"
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The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):
Displayed 50 items.
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- biospear (Q147380) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- Variable selection for semiparametric varying coefficient partially linear models (Q734698) (← links)
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization (Q734955) (← links)
- High-dimensional variable selection (Q834336) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- Composite quantile regression and the oracle model selection theory (Q930648) (← links)
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q939651) (← links)
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models (Q939653) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- ``Preconditioning'' for feature selection and regression in high-dimensional problems (Q939656) (← links)
- Iterative thresholding algorithms (Q942154) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- A sparse eigen-decomposition estimation in semiparametric regression (Q962349) (← links)
- Sparse estimation and inference for censored median regression (Q963882) (← links)
- Image denoising via solution paths (Q970161) (← links)
- On sparse estimation for semiparametric linear transformation models (Q972891) (← links)
- Total variation, adaptive total variation and nonconvex smoothly clipped absolute deviation penalty for denoising blocky images (Q975156) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models (Q979240) (← links)
- High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)
- Penalized variable selection procedure for Cox models with semiparametric relative risk (Q987999) (← links)
- Variable selection in nonparametric additive models (Q988006) (← links)
- SPADES and mixture models (Q988014) (← links)
- Sparse regulatory networks (Q993240) (← links)
- Feature selection guided by structural information (Q993274) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- When do stepwise algorithms meet subset selection criteria? (Q995431) (← links)
- Lasso-type recovery of sparse representations for high-dimensional data (Q1002157) (← links)
- Rank reducible varying coefficient model (Q1007481) (← links)
- Gaussian model selection with an unknown variance (Q1020973) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- A note on adaptive group Lasso (Q1023903) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Estimating the dimension of a model (Q1247128) (← links)
- Bridge estimation for generalized linear models with a diverging number of parameters (Q1957148) (← links)
- Nonlinear regression modeling via the lasso-type regularization (Q2266883) (← links)
- Network exploration via the adaptive LASSO and SCAD penalties (Q2270657) (← links)
- On the adaptive elastic net with a diverging number of parameters (Q2388979) (← links)
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators (Q2426826) (← links)
- Variable selection for multicategory SVM via adaptive sup-norm regularization (Q2426830) (← links)
- Penalized model-based clustering (Q2426832) (← links)
- High-Dimensional Cox Models: The Choice of Penalty as Part of the Model Building Process (Q2786152) (← links)
- Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty (Q3182743) (← links)