Missing Data Imputation with High-Dimensional Data
From MaRDI portal
Cites work
- A well-conditioned estimator for large-dimensional covariance matrices
- Flexible imputation of missing data
- scientific article; zbMATH DE number 1294360 (Why is no real title available?)
- scientific article; zbMATH DE number 2140075 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3340880 (Why is no real title available?)
- Models for discrete longitudinal data.
- Multiple imputation for continuous variables using a Bayesian principal component analysis
- Multiple imputation in principal component analysis
- Recursive partitioning for missing data imputation in the presence of interaction effects
- Regularised PCA to denoise and visualise data
- Selecting the number of components in principal component analysis using cross-validation approximations
- The Adaptive Lasso and Its Oracle Properties
- The Bayesian elastic net
Cited in
(3)
This page was built for publication: Missing Data Imputation with High-Dimensional Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6955184)