The following pages link to (Q5491004):
Displaying 50 items.
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- Variable selection for generalized varying coefficient models with longitudinal data (Q259668) (← links)
- Relationship between the optimal solutions of least squares regularized with \(\ell_{0}\)-norm and constrained by \(k\)-sparsity (Q285544) (← links)
- The essential ability of sparse reconstruction of different compressive sensing strategies (Q362190) (← links)
- Impacts of high dimensionality in finite samples (Q385798) (← links)
- Feature selection when there are many influential features (Q396025) (← links)
- Variable selection for generalized varying coefficient partially linear models with diverging number of parameters (Q511161) (← links)
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
- Evolution strategies based adaptive \(L_{p}\) LS-SVM (Q545383) (← links)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- Estimation and variable selection for generalized additive partial linear models (Q651013) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- Regularization in statistics (Q882931) (← links)
- A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
- Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis (Q901617) (← links)
- Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting (Q904624) (← links)
- Composite quantile regression and the oracle model selection theory (Q930648) (← links)
- One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models (Q939653) (← links)
- Simultaneous change point analysis and variable selection in a regression problem (Q953869) (← links)
- Profile-kernel likelihood inference with diverging number of parameters (Q955140) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- A framework of irregularity enlightenment for data pre-processing in data mining (Q970169) (← links)
- When do stepwise algorithms meet subset selection criteria? (Q995431) (← links)
- High-dimensional classification using features annealed independence rules (Q1000303) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
- Model-free conditional independence feature screening for ultrahigh dimensional data (Q1702189) (← links)
- A two-stage regularization method for variable selection and forecasting in high-order interaction model (Q1723055) (← links)
- On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
- Robust variable selection for finite mixture regression models (Q1753969) (← links)
- Robust variable selection through MAVE (Q1800060) (← links)
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
- Simultaneous feature selection and clustering based on square root optimization (Q2028812) (← links)
- Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
- Kronecker delta method for testing independence between two vectors in high-dimension (Q2122817) (← links)
- Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
- Variable selection techniques after multiple imputation in high-dimensional data (Q2220289) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- A permutational-splitting sample procedure to quantify expert opinion on clusters of chemical compounds using high-dimensional data (Q2258581) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem (Q2324141) (← links)
- Testing for independence of large dimensional vectors (Q2328066) (← links)
- Penalized variable selection in competing risks regression (Q2364037) (← links)
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization (Q2378634) (← links)
