Consistent model selection criteria on high dimensions
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(44)- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
- High-dimensional linear regression with hard thresholding regularization: theory and algorithm
- A study on tuning parameter selection for the high-dimensional lasso
- High-dimensional model averaging for quantile regression
- Numerical characterization of support recovery in sparse regression with correlated design
- Neuronized Priors for Bayesian Sparse Linear Regression
- Consistent tuning parameter selection in high-dimensional group-penalized regression
- A systematic review on model selection in high-dimensional regression
- Minimal conditions for consistent variable selection in high dimension
- Model selection for high-dimensional linear regression with dependent observations
- Identifying a minimal class of models for high-dimensional data
- Local linear smoothing for sparse high dimensional varying coefficient models
- A consistent model selection for orthogonal regression under component-wise shrinkage
- A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression
- Forward-backward selection with early dropping
- Hard thresholding regularised logistic regression: theory and algorithms
- On constrained and regularized high-dimensional regression
- Consistent model selection based on parameter estimates.
- Sparse vector heterogeneous autoregressive modeling for realized volatility
- Model Selection of Generalized Estimating Equation With Divergent Model Size
- LOL selection in high dimension
- Grouped variable selection with discrete optimization: computational and statistical perspectives
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors
- Tight conditions for consistency of variable selection in the context of high dimensionality
- Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA
- Variable selection and parameter estimation with the Atan regularization method
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes
- Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models
- Assessing Tuning Parameter Selection Variability in Penalized Regression
- A high-dimensional focused information criterion
- Nonconvex penalized reduced rank regression and its oracle properties in high dimensions
- A Model Selection Criterion for High-Dimensional Linear Regression
- High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
- Calibrating nonconvex penalized regression in ultra-high dimension
- Global optimal model selection for high-dimensional survival analysis
- Bayesian variable selection with shrinking and diffusing priors
- Model Selection in High Dimensions: A Quadratic-Risk-Based Approach
- A primal and dual active set algorithm for truncated \(L_1\) regularized logistic regression
- Individual Data Protected Integrative Regression Analysis of High-Dimensional Heterogeneous Data
- Generalized information criterion for the AR model
- Consistent model selection criteria for quadratically supported risks
- Tuning parameter selection for the adaptive LASSO in the autoregressive model
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