scientific article; zbMATH DE number 845714

zbMATH Open0850.62538MaRDI QIDQ4864293FDOQ4864293

Publication date: 7 March 1996

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Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90)

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\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Invariance, causality and robustness
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Endogeneity in high dimensions
Nonparametric maximum likelihood approach to multiple change-point problems
Kernel density regression
Convergence rates of least squares regression estimators with heavy-tailed errors
Variable selection using MM algorithms
Minimax-optimal nonparametric regression in high dimensions
Piecewise linear regularized solution paths
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\(L_{1}\) penalized estimation in the Cox proportional hazards model
Sparse estimation of large covariance matrices via a nested Lasso penalty
Shrinkage tuning parameter selection with a diverging number of parameters
Robust penalized logistic regression with truncated loss functions
Penalized generalized estimating equations for high-dimensional longitudinal data analysis
The Group Lasso for Logistic Regression
Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions
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Sparse discriminant analysis based on estimation of posterior probabilities
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Statistical significance in high-dimensional linear models
Estimating Truncated Functional Linear Models With a Nested Group Bridge Approach
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Penalized empirical likelihood for generalized linear models with longitudinal data
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Boosting algorithms: regularization, prediction and model fitting
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Autoregressive process modeling via the Lasso procedure
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Quasi-likelihood and/or robust estimation in high dimensions
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High-dimensional variable selection
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Random lasso
On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
\(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
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Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression
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Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels

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