Pages that link to "Item:Q5422022"
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The following pages link to On the Non-Negative Garrotte Estimator (Q5422022):
Displaying 50 items.
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Penalized likelihood regression for generalized linear models with non-quadratic penalties (Q261840) (← links)
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Finding causative genes from high-dimensional data: an appraisal of statistical and machine learning approaches (Q309421) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso (Q439175) (← links)
- Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- Additive model selection (Q513754) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Sparse recovery via differential inclusions (Q739470) (← links)
- A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
- A note on the Lasso for Gaussian graphical model selection (Q927362) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- Structured variable selection and estimation (Q965141) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- A note on adaptive group Lasso (Q1023903) (← links)
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension (Q1731372) (← links)
- Uniformly valid confidence sets based on the Lasso (Q1753143) (← links)
- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection (Q1937489) (← links)
- Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data (Q1940758) (← links)
- On the asymptotic properties of the group lasso estimator for linear models (Q1951765) (← links)
- Forest Garrote (Q1952025) (← links)
- Self-concordant analysis for logistic regression (Q1952060) (← links)
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
- Adaptive group Lasso for high-dimensional generalized linear models (Q2010806) (← links)
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data (Q2010817) (← links)
- Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← links)
- Variable selection for partially linear models via Bayesian subset modeling with diffusing prior (Q2022563) (← links)
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
- Smoothly adaptively centered ridge estimator (Q2078549) (← links)
- Sparse restricted perceptions equilibrium (Q2152317) (← links)
- Robust distributed modal regression for massive data (Q2242003) (← links)
- Lag weighted lasso for time series model (Q2255836) (← links)
- Boosting with structural sparsity: a differential inclusion approach (Q2278448) (← links)
- A review of Gaussian Markov models for conditional independence (Q2301082) (← links)
- Structured variable selection in support vector machines (Q2426827) (← links)
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
- Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- On grouping effect of elastic net (Q2637386) (← links)
- High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
- Variable Selection in Linear Mixed Models Using an Extended Class of Penalties (Q2802814) (← links)
- Variable selection in finite mixture of semi-parametric regression models (Q2807717) (← links)
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors (Q2832637) (← links)
- The Adaptive Gril Estimator with a Diverging Number of Parameters (Q2859305) (← links)
- Multiple Loci Mapping via Model-free Variable Selection (Q2893976) (← links)
- Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
