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Cites work
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- scientific article; zbMATH DE number 4088698 (Why is no real title available?)
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- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Statistical View of Some Chemometrics Regression Tools
- Asymptotic Stochastic Programs
- Atomic Decomposition by Basis Pursuit
- Cox's regression model for counting processes: A large sample study
- Cube root asymptotics
- On Fixed-Width Confidence Bounds for Regression Parameters
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Cited in
(only showing first 100 items - show all)- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
- The adaptive L1-penalized LAD regression for partially linear single-index models
- Shrinkage estimation of dynamic panel data models with interactive fixed effects
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso
- A general theory of concave regularization for high-dimensional sparse estimation problems
- Least angle regression. (With discussion)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
- Variable selection and regularization via arbitrary rectangle-range generalized elastic net
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- The moderate deviation principle for minimizers of convex processes
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- Efficient penalized estimation for linear regression model
- Globally adaptive quantile regression with ultra-high dimensional data
- Weighted Bayesian bootstrap for scalable posterior distributions
- A robust and efficient variable selection method for linear regression
- On stepwise pattern recovery of the fused Lasso
- A regularization-based adaptive test for high-dimensional GLMs
- LASSO-TYPE GMM ESTIMATOR
- Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models
- The adaptive Lasso in high-dimensional sparse heteroscedastic models
- Robust and sparse estimators for linear regression models
- Sparse-group independent component analysis with application to yield curves prediction
- Robust Lasso Regression Using Tukey's Biweight Criterion
- A penalty approach to differential item functioning in Rasch models
- Regression on manifolds: estimation of the exterior derivative
- Does modeling lead to more accurate classification? A study of relative efficiency in linear classification
- Penalized least squares approximation methods and their applications to stochastic processes
- scientific article; zbMATH DE number 774858 (Why is no real title available?)
- Variable selection for Cox's proportional hazards model and frailty model
- Overcoming the limitations of phase transition by higher order analysis of regularization techniques
- Debiased Lasso for stratified Cox models with application to the national kidney transplant data
- Lazy lasso for local regression
- Review of Bayesian selection methods for categorical predictors using JAGS
- Sparse estimation of conditional graphical models with application to gene networks
- Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector
- Penalized MM regression estimation with \(L_\gamma\) penalty: a robust version of bridge regression
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Shrinkage estimation for linear regression with ARMA errors
- A unified framework of analyzing missing data and variable selection using regularized likelihood
- Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation
- A non-convex regularization approach for stable estimation of loss development factors
- Group selection in high-dimensional partially linear additive models
- Adaptive Dantzig density estimation
- Learning and estimation applications of an online homotopy algorithm for a generalization of the LASSO
- Penalized maximum likelihood estimation of a stochastic multivariate regression model
- Fully Bayes factors with a generalized g-prior
- Constructing optimal sparse portfolios using regularization methods
- A generalized bridge regression in fuzzy environment and its numerical solution by a capable recurrent neural network
- A two-stage bridge estimator for regression models with endogeneity based on control function method
- Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
- 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
- Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
- Bootstrap based inference for sparse high-dimensional time series models
- Editors' introduction
- Lasso with long memory regression errors
- Multiple Response Regression for Gaussian Mixture Models with Known Labels
- Asymptotic properties of the residual bootstrap for lasso estimators
- A classification point-of-view about conditional Kendall's tau
- scientific article; zbMATH DE number 7750670 (Why is no real title available?)
- Factor-augmented Model for Functional Data
- Data analysis in supersaturated designs.
- Model selection for time series with nonlinear trend
- Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model
- Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications
- Maximum a posteriori estimators as a limit of Bayes estimators
- Adaptive LASSO for general transformation models with right censored data
- Bridge estimators and the adaptive Lasso under heteroscedasticity
- Robust error density estimation in ultrahigh dimensional sparse linear model
- A Note on Prediction Error with Collinearity
- Nonconcave penalized likelihood with a diverging number of parameters.
- Quantile regression for longitudinal data
- Some theoretical results on the grouped variables Lasso
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
- Parametric component detection and variable selection in varying-coefficient partially linear models
- Penalized estimation in additive varying coefficient models using grouped regularization
- A multivariate adaptive stochastic search method for dimensionality reduction in classification
- A few theoretical results for Laplace and arctan penalized ordinary least squares linear regression estimators
- Regularized distributionally robust optimization with application to the index tracking problem
- Determination of vector error correction models in high dimensions
- Simultaneous analysis of Lasso and Dantzig selector
- Regularized bridge-type estimation with multiple penalties
- Estimation and accuracy after model selection
- Robust regression through the Huber's criterion and adaptive lasso penalty
- On the distribution of the adaptive LASSO estimator
- Model selection approaches for non-linear system identification: a review
- Adaptive Lasso in high-dimensional settings
- Covariate selection for accelerated failure time data
- An interior point method for \(L_{1 / 2}\)-SVM and application to feature selection in classification
- Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data
- Inference for high-dimensional instrumental variables regression
- Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models
- Mixed-rates asymptotics
- Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints
- High-dimensional graphs and variable selection with the Lasso
- A majorization-minimization approach to variable selection using spike and slab priors
- Difference-of-convex learning: directional stationarity, optimality, and sparsity
- The finite sample properties of sparse M-estimators with pseudo-observations
- Adaptive k-class estimation in high-dimensional linear models
- A note on adaptive group Lasso
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