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- A Statistical View of Some Chemometrics Regression Tools
- Asymptotic Stochastic Programs
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(only showing first 100 items - show all)- P-splines quantile regression estimation in varying coefficient models
- Sparse high-dimensional fractional-norm support vector machine via DC programming
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
- Variable Selection in Semiparametric Linear Regression with Censored Data
- Subset selection for vector autoregressive processes via adaptive Lasso
- Bridge Estimators in the Partially Linear Model with High Dimensionality
- Variable selection in a class of single-index models
- Inference for single-index quantile regression models with profile optimization
- Non-convex penalized estimation in high-dimensional models with single-index structure
- Oracle properties of SCAD-penalized support vector machine
- LASSO and shrinkage estimation in Weibull censored regression models
- On the grouped selection and model complexity of the adaptive elastic net
- Bayesian regularized regression based on composite quantile method
- Estimating spatial covariance using penalised likelihood with weightedL1penalty
- Sparse group variable selection based on quantile hierarchical Lasso
- Adaptive lasso for generalized linear models with a diverging number of parameters
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data
- Quadratic approximation on SCAD penalized estimation
- Rank-based estimation in the \(\ell_1\)-regularized partly linear model for censored outcomes with application to integrated analyses of clinical predictors and gene expression data
- Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model
- Data analysis in supersaturated designs.
- Lazy lasso for local regression
- Adaptive Lasso in high-dimensional settings
- Model selection approaches for non-linear system identification: a review
- Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector
- Strong consistency of Lasso estimators
- Support vector machines with adaptive \(L_q\) penalty
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso
- The Doubly Adaptive LASSO for Vector Autoregressive Models
- Variable selection and estimation in generalized linear models with the seamless \(L_0\) penalty
- On Lasso for censored data
- Rodeo: Sparse, greedy nonparametric regression
- Bridge estimation for generalized linear models with a diverging number of parameters
- LASSO-TYPE GMM ESTIMATOR
- Bridge regression: adaptivity and group selection
- Penalized regression models with autoregressive error terms
- The use of vector bootstrapping to improve variable selection precision in Lasso models
- Thresholding least-squares inference in high-dimensional regression models
- CUE with many weak instruments and nearly singular design
- Asymptotic properties of the residual bootstrap for lasso estimators
- Support union recovery in high-dimensional multivariate regression
- Regression on manifolds: estimation of the exterior derivative
- AIC for the Lasso in generalized linear models
- Oracle efficient variable selection in random and fixed effects panel data models
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty
- A note on the asymptotic distribution of lasso estimator for correlated data
- Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm
- Adaptive bridge estimation for high-dimensional regression models
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
- Semiparametric efficiency bounds for high-dimensional models
- Regularization and variable selection for infinite variance autoregressive models
- Adaptive GMM shrinkage estimation with consistent moment selection
- On latent process models in multi-dimensional space
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- Elastic-net regularization in learning theory
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
- Nearly-singular design in GMM and generalized empirical likelihood estimators
- The adaptive L1-penalized LAD regression for partially linear single-index models
- Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- A two-stage penalized least squares method for constructing large systems of structural equations
- A new perspective on least squares under convex constraint
- ``Preconditioning for feature selection and regression in high-dimensional problems
- Shrinkage estimation of regression models with multiple structural changes
- Sparse estimation of conditional graphical models with application to gene networks
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- A note on adaptive group Lasso
- Subset selection for vector autoregressive processes using Lasso
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Shrinkage estimation for linear regression with ARMA errors
- Unified LASSO Estimation by Least Squares Approximation
- Estimation and accuracy after model selection
- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
- A classification point-of-view about conditional Kendall's tau
- Penalized maximum likelihood estimation of a stochastic multivariate regression model
- Adaptive LASSO for general transformation models with right censored data
- Nonconcave penalized likelihood with a diverging number of parameters.
- Consistent group selection in high-dimensional linear regression
- Quantile regression for longitudinal data
- Covariate selection for the semiparametric additive risk model
- 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
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- A superlinearly convergent \(R\)-regularized Newton scheme for variational models with concave sparsity-promoting priors
- One-step sparse estimates in nonconcave penalized likelihood models
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Group selection in high-dimensional partially linear additive models
- On the asymptotic properties of the group lasso estimator for linear models
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- Estimating the dimension of a model
- Least angle regression. (With discussion)
- Honest confidence regions and optimality in high-dimensional precision matrix estimation
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Does modeling lead to more accurate classification? A study of relative efficiency in linear classification
- Linearly constrained non-Lipschitz optimization for image restoration
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