Shrinkage tuning parameter selection with a diverging number of parameters
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Publication:2920262
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Cited in
(only showing first 100 items - show all)- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
- Variable selection in linear measurement error models via penalized score functions
- Using penalized likelihood to select parameters in a random coefficients multinomial logit model
- Using penalized EM algorithm to infer learning trajectories in latent transition CDM
- Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates
- Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters
- Individualized Multidirectional Variable Selection
- Combined-penalized likelihood estimations with a diverging number of parameters
- Globally adaptive quantile regression with ultra-high dimensional data
- Oracle efficient estimation of structural breaks in cointegrating regressions
- A study on tuning parameter selection for the high-dimensional lasso
- Consistent tuning parameter selection in high-dimensional group-penalized regression
- A systematic review on model selection in high-dimensional regression
- Bayesian latent factor on image regression with nonignorable missing data
- Shrinkage tuning parameter selection in precision matrices estimation
- Promote sign consistency in the joint estimation of precision matrices
- Distributed Decoding From Heterogeneous 1-Bit Compressive Measurements
- Penalized empirical likelihood inference for the GINAR(p) model
- Heterogeneous quantile regression for longitudinal data with subgroup structures
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Forward-selected panel data approach for program evaluation
- Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Local linear smoothing for sparse high dimensional varying coefficient models
- Robust and smoothing variable selection for quantile regression models with longitudinal data
- Estimation of optimal individualized treatment rules using a covariate-specific treatment effect curve with high-dimensional covariates
- Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions
- Review: Reversed low-rank ANOVA model for transforming high dimensional genetic data into low dimension
- Regularization parameter selection for penalized empirical likelihood estimator
- Change-point detection for variance piecewise constant models
- Histopathological imaging‐based cancer heterogeneity analysis via penalized fusion with model averaging
- Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis
- Estimation in multivariate linear mixed models for longitudinal data with multiple outputs: Application to PBCseq data analysis
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- Variable selection in high-dimensional double generalized linear models
- A Lasso-penalized BIC for mixture model selection
- A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression
- A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points
- Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso
- Time-varying forecast combination for high-dimensional data
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Variable screening for high dimensional time series
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
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- Variable selection in proportional odds model with informatively interval-censored data
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- Factor modelling for high-dimensional time series: inference and model selection
- Longitudinal clustering for heterogeneous binary data
- Rank reduction for high-dimensional generalized additive models
- Capturing Heterogeneity in repeated measures data by fusion penalty
- Smooth predictive model fitting in regression
- Further asymptotic properties of the generalized information criterion
- An \(L_1\)-regularized logistic model for detecting short-term neuronal interactions
- A model-averaging approach for high-dimensional regression
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- Multiple structural breaks in cointegrating regressions: a model selection approach
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
- Sparse alternatives to ridge regression: a random effects approach
- Variable selection in high-dimensional partly linear additive models
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
- Penalized empirical likelihood for the sparse Cox regression model
- Penalized Jackknife Empirical Likelihood in High Dimensions
- Integrative analysis of `-omics' data using penalty functions
- Distributed subsampling for multiplicative regression
- The Dantzig selector for a linear model of diffusion processes
- Synthesizing external aggregated information in the penalized Cox regression under population heterogeneity
- Texture analysis using Gaussian graphical models
- High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
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- Exploring dimension learning via a penalized probabilistic principal component analysis
- Shrinkage averaging estimation
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- A new approach of subgroup identification for high-dimensional longitudinal data
- Double penalized variable selection for high-dimensional partial linear mixed effects models
- Robust integrative analysis via quantile regression with homogeneity and sparsity
- Shrinkage Estimation of Factor Models With Global and Group-Specific Factors
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