Pages that link to "Item:Q4468342"
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The following pages link to Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties (Q4468342):
Displaying 50 items.
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection (Q58075) (← links)
- Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials (Q61016) (← links)
- Two-directional simultaneous inference for high-dimensional models (Q79412) (← links)
- MM for penalized estimation (Q82924) (← links)
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- Variable selection for partially linear models via partial correlation (Q96600) (← links)
- Statistical inference in mechanistic models: time warping for improved gradient matching (Q99665) (← links)
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data (Q104771) (← links)
- The Generalized Ridge Estimator of the Inverse Covariance Matrix (Q108070) (← links)
- 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)
- The group exponential lasso for bi-level variable selection (Q123390) (← links)
- Local partial-likelihood estimation for lifetime data (Q123405) (← links)
- On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing (Q123852) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- A simple measure of conditional dependence (Q128731) (← links)
- Pursuing Sources of Heterogeneity in Modeling Clustered Population (Q130716) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Tree-structured modelling of categorical predictors in generalized additive regression (Q137407) (← links)
- Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data (Q140960) (← links)
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- Bayesian variable selection regression for genome-wide association studies and other large-scale problems (Q141819) (← links)
- Fast community detection by SCORE (Q144808) (← links)
- Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments (Q147162) (← links)
- A modified local quadratic approximation algorithm for penalized optimization problems (Q147630) (← links)
- Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence (Q147727) (← links)
- The ranking lasso and its application to sport tournaments (Q149774) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Sparse Sliced Inverse Regression Via Lasso (Q152378) (← links)
- Restricted fence method for covariate selection in longitudinal data analysis (Q153782) (← links)
- Sparse estimation of Cox proportional hazards models via approximated information criteria (Q154277) (← links)
- Oracle, multiple robust and multipurpose calibration in a missing response problem (Q252726) (← links)
- Model selection in linear mixed models (Q252741) (← links)
- An alternating direction method with continuation for nonconvex low rank minimization (Q257130) (← links)
- A note on the complexity of proximal iterative hard thresholding algorithm (Q259117) (← links)
- Penalized weighted composite quantile estimators with missing covariates (Q259661) (← links)
- Variable selection for generalized varying coefficient models with longitudinal data (Q259668) (← links)
- On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Rejoinder on: ``Nonparametric inference based on panel count data'' (Q261465) (← links)
- Penalized likelihood regression for generalized linear models with non-quadratic penalties (Q261840) (← links)
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data (Q262408) (← links)
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming (Q263185) (← links)
- A new variable selection approach for varying coefficient models (Q267654) (← links)
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method (Q268292) (← links)
- Model detection and variable selection for varying coefficient models with longitudinal data (Q270128) (← links)
