Pages that link to "Item:Q2892089"

The following pages link to Global optimality of nonconvex penalized estimators (Q2892089):

Displaying 16 items.

• Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
• Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
• Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138) (← links)
• Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
• Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
• Homogeneity detection for the high-dimensional generalized linear model (Q1658352) (← links)
• Moderately clipped Lasso (Q1663146) (← links)
• A doubly sparse approach for group variable selection (Q1680797) (← links)
• A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
• I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
• On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin (Q2131914) (← links)
• Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760) (← links)
• A Necessary Condition for the Strong Oracle Property (Q2815602) (← links)
• Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344) (← links)
• Sparse optimization for nonconvex group penalized estimation (Q5222360) (← links)
• Sparse functional linear models via calibrated concave-convex procedure (Q6548545) (← links)