Consistent selection of tuning parameters via variable selection stability
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(33)- Selection by partitioning the solution paths
- Modified SCAD penalty for constrained variable selection problems
- Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters
- Learning sparse conditional distribution: an efficient kernel-based approach
- Kernel variable selection for multicategory support vector machines
- Discovering model structure for partially linear models
- Consistent tuning parameter selection in high-dimensional group-penalized regression
- Tuning parameter selector for the penalized likelihood method in multivariate generalized linear models
- Shrinkage tuning parameter selection with a diverging number of parameters
- Sparse optimal discriminant clustering
- Tuning Parameter Selection in the LASSO with Unspecified Propensity
- scientific article; zbMATH DE number 6860836 (Why is no real title available?)
- Tuning parameter selection in Cox proportional hazards model with a diverging number of parameters
- Stability enhanced variable selection for a semiparametric model with flexible missingness mechanism and its application to the ChAMP study
- Efficient kernel-based variable selection with sparsistency
- Efficient Learning of Quadratic Variance Function Directed Acyclic Graphs via Topological Layers
- Robust estimation in restricted linear regression
- scientific article; zbMATH DE number 5200048 (Why is no real title available?)
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Tuning parameter selection in high dimensional penalized likelihood
- Tuning parameter selection for penalized estimation via R^2
- Stability Approach to Regularization Selection for Reduced-Rank Regression
- Structure learning via unstructured kernel-based M-estimation
- Nonparametric augmented probability weighting with sparsity
- Assessing Tuning Parameter Selection Variability in Penalized Regression
- Efficient learning of nonparametric directed acyclic graph with statistical guarantee
- Variable selection via thresholding
- Network Varying Coefficient Model
- Gradient-induced variable selection in reproducing kernel Hilbert space for survival analysis
- Tuning parameter selection for the adaptive nuclear norm regularized trace regression
- A Stability Framework for Parameter Selection in the Minimum Covariance Determinant Problem
- Stability selection via variable decorrelation
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models
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