The following pages link to A note on adaptive group Lasso (Q1023903):
Displaying 50 items.
- On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
- Bayesian variable selection and estimation for group Lasso (Q273646) (← links)
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Group variable selection for relative error regression (Q282894) (← links)
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- ``Grouping strategies and thresholding for high dimensional linear models'': discussion (Q394554) (← links)
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- An alternating determination-optimization approach for an additive multi-index model (Q434994) (← links)
- Reduced-rank multi-label classification (Q517398) (← links)
- Bayesian adaptive Lasso (Q743993) (← links)
- Variable selection in multivariate linear models for functional data via sparse regularization (Q830251) (← links)
- Model selection and estimation in high dimensional regression models with group SCAD (Q893964) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models (Q979240) (← links)
- Hypercube estimators: penalized least squares, submodel selection, and numerical stability (Q1621345) (← links)
- Variable selection in general multinomial logit models (Q1623760) (← links)
- Sparse approximate solution of fitting surface to scattered points by MLASSO model (Q1656898) (← links)
- A random-effect model approach for group variable selection (Q1663264) (← links)
- High-dimensional grouped folded concave penalized estimation via the LLA algorithm (Q1726165) (← links)
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
- Pursuit of dynamic structure in quantile additive models with longitudinal data (Q1799871) (← links)
- Regularized \(k\)-means clustering of high-dimensional data and its asymptotic consistency (Q1950809) (← links)
- A novel convex clustering method for high-dimensional data using semiproximal ADMM (Q2004149) (← links)
- Adaptive group Lasso for high-dimensional generalized linear models (Q2010806) (← links)
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters (Q2032189) (← links)
- Some aspects of response variable selection and estimation in multivariate linear regression (Q2062774) (← links)
- Sparse spatially clustered coefficient model via adaptive regularization (Q2084064) (← links)
- Information criteria bias correction for group selection (Q2093122) (← links)
- Regression with adaptive Lasso and correlation based penalty (Q2109879) (← links)
- Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations (Q2143016) (← links)
- Semi-supervised approach to event time annotation using longitudinal electronic health records (Q2163816) (← links)
- A joint estimation approach to sparse additive ordinary differential equations (Q2172119) (← links)
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065) (← links)
- Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656) (← links)
- Consistent group selection with Bayesian high dimensional modeling (Q2226716) (← links)
- Lag weighted lasso for time series model (Q2255836) (← links)
- SGL-SVM: a novel method for tumor classification via support vector machine with sparse group lasso (Q2288505) (← links)
- Distribution approximation of shrinkage estimate in censored regression model via randomly weighting method (Q2316307) (← links)
- Adaptive fused LASSO in grouped quantile regression (Q2323263) (← links)
- On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
- Variable selection in quantile varying coefficient models with longitudinal data (Q2359501) (← links)
- Group variable selection and estimation in the Tobit censored response model (Q2361224) (← links)
- Penalized variable selection in competing risks regression (Q2364037) (← links)
- A uniform framework for the combination of penalties in generalized structured models (Q2418291) (← links)
- Consistent tuning parameter selection in high-dimensional group-penalized regression (Q2423857) (← links)
- Model selection strategies for identifying most relevant covariates in homoscedastic linear models (Q2445774) (← links)
- Adaptive group Lasso selection in quantile models (Q2633421) (← links)
- Sparse regression with multi-type regularized feature modeling (Q2657005) (← links)
