Pages that link to "Item:Q1879926"
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The following pages link to Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926):
Displaying 50 items.
- Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
- Selection by partitioning the solution paths (Q114375) (← links)
- 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)
- Bayesian variable selection with shrinking and diffusing priors (Q118687) (← links)
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation (Q139626) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
- Penalized likelihood regression for generalized linear models with non-quadratic penalties (Q261840) (← links)
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Empirical likelihood test for high-dimensional two-sample model (Q313106) (← links)
- Latent variable selection in structural equation models (Q321933) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- The essential ability of sparse reconstruction of different compressive sensing strategies (Q362190) (← links)
- Oracle inequalities for the lasso in the Cox model (Q366963) (← 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)
- Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
- Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates (Q391867) (← links)
- A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint (Q395986) (← links)
- Asymptotic expansion of the posterior density in high dimensional generalized linear models (Q406525) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Group selection in high-dimensional partially linear additive models (Q424816) (← links)
- Model selection in linear mixed effect models (Q432304) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Oracle properties of SCAD-penalized support vector machine (Q433741) (← links)
- The log-linear group-lasso estimator and its asymptotic properties (Q442085) (← links)
- Estimation in high-dimensional linear models with deterministic design matrices (Q447831) (← links)
- Quadratic approximation on SCAD penalized estimation (Q452598) (← links)
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
- High-dimensional Cox regression analysis in genetic studies with censored survival outcomes (Q454771) (← links)
- Variable selection in infinite-dimensional problems (Q466987) (← links)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- Inference for mixed models of ANOVA type with high-dimensional data (Q476259) (← links)
- SICA for Cox's proportional hazards model with a diverging number of parameters (Q477528) (← links)
- A sharp nonasymptotic bound and phase diagram of \(L_{1/2}\) regularization (Q477827) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- A Bayesian lasso via reversible-jump MCMC (Q553732) (← links)
