The following pages link to (Q3543468):
Displaying 50 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Sparse classification with paired covariates (Q127641) (← links)
- Pursuing Sources of Heterogeneity in Modeling Clustered Population (Q130716) (← links)
- Estimator selection in the Gaussian setting (Q141397) (← links)
- On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
- Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
- Random subspace method for high-dimensional regression with the \texttt{R} package \texttt{regRSM} (Q311298) (← links)
- Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Adaptive bridge estimation for high-dimensional regression models (Q330138) (← links)
- Minimizing variable selection criteria by Markov chain Monte Carlo (Q333351) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
- New estimation and inference procedures for a single-index conditional distribution model (Q444982) (← links)
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- Boosting algorithms: regularization, prediction and model fitting (Q449780) (← links)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Estimation of average treatment effects with panel data: asymptotic theory and implementation (Q506048) (← links)
- DCA based algorithms for feature selection in multi-class support vector machine (Q513636) (← links)
- Improved variable selection with forward-lasso adaptive shrinkage (Q542500) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Variable selection after screening: with or without data splitting? (Q737000) (← links)
- Variable selection in the accelerated failure time model via the bridge method (Q746027) (← links)
- Variable selection in high-dimensional linear model with possibly asymmetric errors (Q829750) (← links)
- Near-ideal model selection by \(\ell _{1}\) minimization (Q834335) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Dimension reduction based linear surrogate variable approach for model free variable selection (Q900762) (← links)
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q939651) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- Variable selection in nonparametric additive models (Q988006) (← links)
- Using random subspace method for prediction and variable importance assessment in linear regression (Q1621353) (← links)
- Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm (Q1623713) (← links)
- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data (Q1633879) (← links)
- Variable selection in censored quantile regression with high dimensional data (Q1635848) (← links)
