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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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Cited in
(only showing first 100 items - show all)- Information criteria bias correction for group selection
- Model selection and estimation in high dimensional regression models with group SCAD
- Asymptotic theory of the adaptive sparse group Lasso
- Factor selection and structural identification in the interaction ANOVA model
- Sparse Convex Clustering
- A uniform framework for the combination of penalties in generalized structured models
- A random-effect model approach for group variable selection
- Modelling Clustered Heterogeneity: Fixed Effects, Random Effects and Mixtures
- Some aspects of response variable selection and estimation in multivariate linear regression
- Adaptive fused LASSO in grouped quantile regression
- A fast unified algorithm for solving group-lasso penalize learning problems
- Bayesian variable selection and estimation for group Lasso
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
- Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations
- An elastic-net penalized expectile regression with applications
- Sparse approximate solution of fitting surface to scattered points by MLASSO model
- Two-step adaptive model selection for vector autoregressive processes
- Semi-supervised approach to event time annotation using longitudinal electronic health records
- ``Grouping strategies and thresholding for high dimensional linear models: discussion
- A novel convex clustering method for high-dimensional data using semiproximal ADMM
- Variable selection in multivariate linear models for functional data via sparse regularization
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
- An alternating determination-optimization approach for an additive multi-index model
- An algorithm for the multivariate group Lasso with covariance estimation
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- Group variable selection for relative error regression
- Bayesian bridge regression
- Sparse spatially clustered coefficient model via adaptive regularization
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- Variable selection with group Lasso approach: application to Cox regression with frailty model
- Shrinkage estimation of dynamic panel data models with interactive fixed effects
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- Some theoretical results on the grouped variables Lasso
- Variable selection in general multinomial logit models
- Bi-level variable selection via adaptive sparse group Lasso
- Hypercube estimators: penalized least squares, submodel selection, and numerical stability
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction
- Adaptive sup-norm regularized simultaneous multiple quantiles regression
- Sparse additive ordinary differential equations for dynamic gene regulatory network modeling
- Searching for minimal optimal neural networks
- Hierarchically penalized quantile regression
- Convex optimization for group feature selection in networked data
- Variable selection in quantile varying coefficient models with longitudinal data
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- Model selection by pathwise marginal likelihood thresholding
- A hierarchical integrative group least absolute shrinkage and selection operator for analyzing environmental mixtures
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- On Hodges' superefficiency and merits of oracle property in model selection
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