Smoothly clipped absolute deviation on high dimensions
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- Large sample properties of the SCAD-penalized maximum likelihood estimation on high dimen\-sions
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- Asymptotic oracle properties of SCAD-penalized least squares estimators
Cited in
(only showing first 100 items - show all)- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
- Quantile regression for additive coefficient models in high dimensions
- Model selection with distributed SCAD penalty
- Hard thresholding regression
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Approximate penalization path for smoothly clipped absolute deviation
- High-dimensional partially linear additive models on Riemannian manifolds
- Accelerated gradient methods for sparse statistical learning with nonconvex penalties
- SCAD Ridge penalized likelihood estimators for ultra-high dimensional models
- Variable selection in AUC-optimizing classification
- Simultaneously detecting spatiotemporal changes with penalized Poisson regression models
- A necessary condition for the strong oracle property
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
- A modified local quadratic approximation algorithm for penalized optimization problems
- scientific article; zbMATH DE number 6982301 (Why is no real title available?)
- Penalized expectile regression: an alternative to penalized quantile regression
- Monitoring sequential structural changes in penalized high-dimensional linear models
- Sparse graphical models via calibrated concave convex procedure with application to fMRI data
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
- Variable selection in multivariate regression models with measurement error in covariates
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- Parsimonious Model Averaging With a Diverging Number of Parameters
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity
- Sparse functional linear models via calibrated concave-convex procedure
- Lasso penalized semiparametric regression on high-dimensional recurrent event data via coordinate descent
- Tuning parameter selection for the adaptive LASSO in the autoregressive model
- A general theory of concave regularization for high-dimensional sparse estimation problems
- Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
- Globally adaptive quantile regression with ultra-high dimensional data
- Feature screening via distance correlation learning
- An iterative approach to distance correlation-based sure independence screening
- Neuronized Priors for Bayesian Sparse Linear Regression
- The adaptive Lasso in high-dimensional sparse heteroscedastic models
- Estimation and variable selection in partial linear single index models with error-prone linear covariates
- A systematic review on model selection in high-dimensional regression
- Variable selection for longitudinal data with high-dimensional covariates and dropouts
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- First-order methods for nonsmooth nonconvex functional constrained optimization with or without Slater points
- Robust model structure recovery for ultra-high-dimensional varying-coefficient models
- The use of random-effect models for high-dimensional variable selection problems
- Robust sparse portfolios for index tracking based on M-estimation
- Application of shrinkage estimation in linear regression models with autoregressive errors
- Bridge estimators and the adaptive Lasso under heteroscedasticity
- Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis
- Likelihood-based selection and sharp parameter estimation
- Penalized estimation in additive varying coefficient models using grouped regularization
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models
- Shrinkage, pretest, and penalty estimators in generalized linear models
- Semiparametric expectile regression for high-dimensional heavy-tailed and heterogeneous data
- Global solutions to folded concave penalized nonconvex learning
- Screening active factors in supersaturated designs
- On constrained and regularized high-dimensional regression
- Group variable selection via SCAD-L2
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data
- Expectile regression for analyzing heteroscedasticity in high dimension
- Confidence intervals in regression centred on the SCAD estimator
- Globally consistent model selection in semi-parametric additive coefficient models
- Endogeneity in high dimensions
- Robust group non-convex estimations for high-dimensional partially linear models
- A mixture of local and quadratic approximation variable selection algorithm in nonconcave penalized regression
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- Non-convex penalized estimation in high-dimensional models with single-index structure
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
- Oracle properties of SCAD-penalized support vector machine
- Quadratic approximation on SCAD penalized estimation
- Inference for possibly misspecified generalized linear models with nonpolynomial-dimensional nuisance parameters
- Censored composite conditional quantile screening for high-dimensional survival data
- Model-free feature screening via a modified composite quantile correlation
- Penalized Mallow’s model averaging
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
- Variable selection in partial linear regression with functional covariate
- Nonbifurcating Phylogenetic Tree Inference via the Adaptive LASSO
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models
- Investigate data dependency for dynamic gene regulatory network identification through high-dimensional differential equation approach
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
- High-dimensional Cox regression analysis in genetic studies with censored survival outcomes
- Jackknife model averaging for high‐dimensional quantile regression
- A general framework for nonconvex sparse mean-CVaR portfolio optimization via ADMM
- SCAD-penalised generalised additive models with non-polynomial dimensionality
- Hypothesis testing for regional quantiles
- Group structure detection for a high‐dimensional panel data model
- Penalized estimation in finite mixture of ultra-high dimensional regression models
- Towards statistically provable geometric 3D human pose recovery
- Variance estimation based on blocked 3 2 cross-validation in high-dimensional linear regression
- High-dimensional sparse portfolio selection with nonnegative constraint
- Component-wisely sparse boosting
- Robust integrative analysis via quantile regression with homogeneity and sparsity
- Fast variable selection under _0 regularization in high-dimensions
- Shrinkage and penalty estimators of a Poisson regression model
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- Homogeneity detection for the high-dimensional generalized linear model
- Variable selection and parameter estimation with the Atan regularization method
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
- Moderately clipped Lasso
- Sparse pathway-based prediction models for high-throughput molecular data
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