Smoothly clipped absolute deviation on high dimensions
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Recommendations
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Cited in
(only showing first 100 items - show all)- A modified local quadratic approximation algorithm for penalized optimization problems
- Screening active factors in supersaturated designs
- Expectile regression for analyzing heteroscedasticity in high dimension
- Variable selection and parameter estimation with the Atan regularization method
- Homogeneity detection for the high-dimensional generalized linear model
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
- The use of random-effect models for high-dimensional variable selection problems
- Sparse pathway-based prediction models for high-throughput molecular data
- Moderately clipped Lasso
- A doubly sparse approach for group variable selection
- Quantile regression for additive coefficient models in high dimensions
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
- A systematic review on model selection in high-dimensional regression
- Shrinkage, pretest, and penalty estimators in generalized linear models
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
- Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models
- Adaptive sparse group LASSO in quantile regression
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- Almost sure uniqueness of a global minimum without convexity
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
- Asymptotic properties of concave \(L_1\)-norm group penalties
- Model-free feature screening via a modified composite quantile correlation
- Hypothesis testing for regional quantiles
- Penalized expectile regression: an alternative to penalized quantile regression
- Calibrating nonconvex penalized regression in ultra-high dimension
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models
- Endogeneity in high dimensions
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
- Envelope-based sparse reduced-rank regression for multivariate linear model
- High-dimensional sparse portfolio selection with nonnegative constraint
- Shrinkage and penalty estimators of a Poisson regression model
- Quadratic approximation via the SCAD penalty with a diverging number of parameters
- Robust group non-convex estimations for high-dimensional partially linear models
- A necessary condition for the strong oracle property
- Investigate data dependency for dynamic gene regulatory network identification through high-dimensional differential equation approach
- Global solutions to folded concave penalized nonconvex learning
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
- Lasso penalized semiparametric regression on high-dimensional recurrent event data via coordinate descent
- Sparse estimators and the oracle property, or the return of Hodges' estimator
- Estimation and variable selection in partial linear single index models with error-prone linear covariates
- Laplace error penalty-based variable selection in high dimension
- SCAD-penalised generalised additive models with non-polynomial dimensionality
- Variable selection via penalized minimum -divergence estimation in logistic regression
- Globally consistent model selection in semi-parametric additive coefficient models
- Variable selection in partial linear regression with functional covariate
- The adaptive Lasso in high-dimensional sparse heteroscedastic models
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
- On constrained and regularized high-dimensional regression
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data
- Non-convex penalized estimation in high-dimensional models with single-index structure
- Oracle properties of SCAD-penalized support vector machine
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Quadratic approximation on SCAD penalized estimation
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
- High-dimensional Cox regression analysis in genetic studies with censored survival outcomes
- scientific article; zbMATH DE number 6982301 (Why is no real title available?)
- SCAD Ridge penalized likelihood estimators for ultra-high dimensional models
- Hard thresholding regression
- Greedy forward regression for variable screening
- Feature screening via distance correlation learning
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
- Approximate penalization path for smoothly clipped absolute deviation
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Likelihood-based selection and sharp parameter estimation
- Variable selection for longitudinal data with high-dimensional covariates and dropouts
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- Nonbifurcating Phylogenetic Tree Inference via the Adaptive LASSO
- Monitoring sequential structural changes in penalized high-dimensional linear models
- Model selection with distributed SCAD penalty
- Projection correlation between scalar and vector variables and its use in feature screening with multi-response data
- Sparse graphical models via calibrated concave convex procedure with application to fMRI data
- Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity
- Penalized estimation in finite mixture of ultra-high dimensional regression models
- Parsimonious Model Averaging With a Diverging Number of Parameters
- Group variable selection via SCAD-L2
- An iterative approach to distance correlation-based sure independence screening
- Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters
- Application of shrinkage estimation in linear regression models with autoregressive errors
- Sparse optimization for nonconvex group penalized estimation
- Tuning parameter selection for the adaptive LASSO in the autoregressive model
- The Lasso for high dimensional regression with a possible change point
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Towards statistically provable geometric 3D human pose recovery
- Variance estimation based on blocked 3 2 cross-validation in high-dimensional linear regression
- Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes
- Achieving the oracle property of OEM with nonconvex penalties
- A general theory of concave regularization for high-dimensional sparse estimation problems
- Jackknife model averaging for high‐dimensional quantile regression
- Group structure detection for a high‐dimensional panel data model
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression
- Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis
- Neuronized Priors for Bayesian Sparse Linear Regression
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
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