Pages that link to "Item:Q4962440"
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The following pages link to Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates (Q4962440):
Displaying 10 items.
- Estimation of varying coefficient models with measurement error (Q2172010) (← links)
- Parallel integrative learning for large-scale multi-response regression with incomplete outcomes (Q2242011) (← links)
- Improved Estimation of High-dimensional Additive Models Using Subspace Learning (Q5057096) (← links)
- Multivariate Functional Regression Via Nested Reduced-Rank Regularization (Q5083370) (← links)
- (Q5159419) (← links)
- Principal varying coefficient estimator for high-dimensional models (Q5205848) (← links)
- Variable screening in multivariate linear regression with high-dimensional covariates (Q5880134) (← links)
- Simultaneous selection and inference for varying coefficients with zero regions: a soft-thresholding approach (Q6589282) (← links)
- Multivariate varying-coefficient models via tensor decomposition (Q6621323) (← links)
- Asymptotically faster estimation of high-dimensional additive models using subspace learning (Q6641032) (← links)
