Better Subset Regression Using the Nonnegative Garrote
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- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data
- Variable selection in elliptical linear mixed model
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
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- Remembering Leo Breiman
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- Block thresholding wavelet regression using SCAD penalty
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- On the distribution of the adaptive LASSO estimator
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- Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data
- On stochastic dynamic modeling of incidence data
- On efficient calculations for Bayesian variable selection
- Sir Clive W. J. Granger model selection
- Post-hoc analyses in multiple regression based on prediction error
- Variable selection for nonparametric learning with power series kernels
- Sparse group variable selection based on quantile hierarchical Lasso
- Nonlinear GCV and quasi-GCV for shrinkage models
- Selection and combination of biomarkers using ROC method for disease classification and prediction
- Quantile regression under local misspecification
- Integrating linear discriminant analysis, polynomial basis expansion, and genetic search for two-group classification
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- Detecting direct causality in multivariate time series: a comparative study
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- Split Regularized Regression
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- Walsh-average based variable selection for varying coefficient models
- Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data
- Additive regression splines with total variation and non negative garrote penalties
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models
- New insights on the optimality conditions of the \(\ell_2-\ell_0\) minimization problem
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- Robust statistics: a selective overview and new directions
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- Functional index coefficient models with variable selection
- Variable screening in multivariate linear regression with high-dimensional covariates
- Likelihood adaptively modified penalties
- Robust regression: an inferential method for determining which independent variables are most important
- A discussion on practical considerations with sparse regression methodologies
- Constrained inference in linear regression
- Powerful tests for detecting a gene effect in the presence of possible gene-gene interactions using garrote kernel machines
- Robust estimation and variable selection in heteroscedastic linear regression
- A data-driven block thresholding approach to wavelet estimation
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