A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach
From MaRDI portal
(Redirected from Publication:6164715)
Cites work
- A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Broken adaptive ridge regression and its asymptotic properties
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- False discoveries occur early on the Lasso path
- Feature screening in ultrahigh dimensional Cox's model
- Group and within-group variable selection for competing risks data
- scientific article; zbMATH DE number 3885116 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6162361 (Why is no real title available?)
- Iteratively reweighted least squares minimization for sparse recovery
- Regularization and Variable Selection Via the Elastic Net
- Robust variable selection in linear mixed models
- Simultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge Regression
- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- The broken adaptive ridge procedure and its applications
- Unified LASSO Estimation by Least Squares Approximation
- Variable selection in robust regression models for longitudinal data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6164715)
