scientific article; zbMATH DE number 6162361

From MaRDI portal
Publication:4921683

zbMath1433.62068MaRDI QIDQ4921683

Xihong Lin, Baosheng Huang, Lee H. Dicker

Publication date: 13 May 2013


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (35)

Modeling Pregnancy Outcomes Through Sequentially Nested Regression ModelsPromote sign consistency in the joint estimation of precision matricesVariable Selection of Interval-Censored Failure Time DataVariable selection for case-cohort studies with informatively interval-censored outcomesEmpirical likelihood test for high-dimensional two-sample modelVariable selection via generalized SELO-penalized linear regression modelsVariable selection and parameter estimation with the Atan regularization methodESL-SELO: a robust image denoising algorithm with penaltyRobust variable selection based on the random quantile LASSOGraph structured sparse subset selectionPoisson autoregressive process modeling via the penalized conditional maximum likelihood procedureRegularized estimation in GINAR(\(p\)) processMoment convergence of regularized least-squares estimator for linear regression modelAIC for the non-concave penalized likelihood methodSimultaneous estimation and variable selection for incomplete event history studiesSimultaneous variable selection and estimation for joint models of longitudinal and failure time data with interval censoringVariable Selection for Interval‐censored Failure Time DataVariables selection using \(\mathcal{L}_0\) penaltyRelevant parameter changes in structural break modelsVariable selection for first‐order Poisson integer‐valued autoregressive model with covariablesSparse regression for low-dimensional time-dynamic varying coefficient models with application to air quality dataVariable selection and estimation using a continuous approximation to the \(L_0\) penaltyModel selection in high-dimensional quantile regression with seamless \(L_0\) penaltyA general adaptive ridge regression method for generalized linear models: an iterative re-weighting approachVariable selection via generalized SELO-penalized Cox regression modelsSimultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge RegressionEfficient regularized regression with \(L_0\) penalty for variable selection and network constructionBayesian variable selection with shrinking and diffusing priorsBroken adaptive ridge regression and its asymptotic propertiesStructured analysis of the high-dimensional FMR modelAn ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensionsInferring a consensus problem list using penalized multistage models for ordered dataInteger-valued time series model order shrinkage and selection via penalized quasi-likelihood approachPenalized multiply robust estimation in high-order autoregressive processes with missing explanatory variablesVariable selection and estimation for multivariate panel count data via the seamless-${\it L}_{{\rm 0}}$ penalty






This page was built for publication: