Cited in
(32)- Functional variable selection via Gram–Schmidt orthogonalization for multiple functional linear regression
- Estimation of an oblique structure via penalized likelihood factor analysis
- Modeling discrete time-to-event data
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models
- Principal varying coefficient estimator for high-dimensional models
- flam
- refund
- ncvreg
- gglasso
- discSurv
- DStree
- fmsb
- speff2trial
- oem
- RSelenium
- bestglm
- DMRnet
- locfdr
- MLGL
- naivereg
- fsemipar
- kko
- PCLassoReg
- NVCSSL
- sparseGAM
- geoGAM
- MTAFT
- mixedLSR
- SSGL
- Variable selection and structure identification for varying coefficient Cox models
- Group penalized quantile regression
- Quantile regression feature selection and estimation with grouped variables using Huber approximation
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