The following pages link to Robert Tibshirani (Q202873):
Displayed 50 items.
- Estimating the Number of Clusters in a Data Set Via the Gap Statistic (Q65481) (← links)
- Regularized linear discriminant analysis and its application in microarrays (Q78121) (← links)
- Hierarchical Clustering With Prototypes via Minimax Linkage (Q108363) (← links)
- Sparse estimation of a covariance matrix (Q123825) (← links)
- Principal component-guided sparse regression (Q135079) (← links)
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis (Q140838) (← links)
- Extensions of Sparse Canonical Correlation Analysis with Applications to Genomic Data (Q140840) (← links)
- Reluctant generalized additive modeling (Q141337) (← links)
- Main effects and interactions in mixed and incomplete data frames (Q146484) (← links)
- Sparse inverse covariance estimation with the graphical lasso (Q150076) (← links)
- (Q251607) (redirect page) (← links)
- Customized training with an application to mass spectrometric imaging of cancer tissue (Q262341) (← links)
- (Q366960) (redirect page) (← links)
- A lasso for hierarchical interactions (Q366961) (← links)
- (Q452682) (redirect page) (← links)
- Supervised multidimensional scaling for visualization, classification, and bipartite ranking (Q452683) (← links)
- (Q480989) (redirect page) (← links)
- Correction: Rejoinder to ``A significance test for the lasso'' (Q480990) (← links)
- (Q581960) (redirect page) (← links)
- Linear smoothers and additive models (Q581961) (← links)
- (Q588517) (redirect page) (← links)
- Selecting the number of principal components: estimation of the true rank of a noisy matrix (Q682300) (← links)
- Prototype selection for interpretable classification (Q765979) (← links)
- ``Preconditioning'' for feature selection and regression in high-dimensional problems (Q939656) (← links)
- Testing significance of features by lassoed principal components (Q958329) (← links)
- Transposable regularized covariance models with an application to missing data imputation (Q993250) (← links)
- On testing the significance of sets of genes (Q995734) (← links)
- (Q1072301) (redirect page) (← links)
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy (Q1072302) (← links)
- Generalized additive models (Q1103306) (← links)
- Using specially designed exponential families for density estimation (Q1354440) (← links)
- Bayesian backfitting. (With comments and a rejoinder). (Q1431182) (← links)
- Class prediction by nearest shrunken centroids, with applications to DNA microarrays. (Q1431225) (← links)
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. With a comment by J. A. Hartigan and a rejoinder by the authors (Q1595939) (← links)
- Generalized additive models. With discussion (Q1595947) (← links)
- Uniform asymptotic inference and the bootstrap after model selection (Q1650078) (← links)
- Data shared Lasso: a novel tool to discover uplift (Q1659082) (← links)
- Classification by pairwise coupling (Q1807096) (← links)
- The problem of regions (Q1807154) (← links)
- Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors) (Q1848780) (← links)
- Least angle regression. (With discussion) (Q1879940) (← links)
- Penalized discriminant analysis (Q1895345) (← links)
- Large-scale multivariate sparse regression with applications to UK Biobank (Q2170442) (← links)
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons (Q2225312) (← links)
- Rejoinder: ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons'' (Q2225320) (← links)
- A significance test for the lasso (Q2249837) (← links)
- Rejoinder: ``A significance test for the lasso'' (Q2249839) (← links)
- Predicting patient survival from longitudinal gene expression (Q2254485) (← links)
- Sensitivity analysis for inference with partially identifiable covariance matrices (Q2259736) (← links)
- A bias correction for the minimum error rate in cross-validation (Q2270674) (← links)