Pages that link to "Item:Q2999745"

The following pages link to Surface estimation, variable selection, and the nonparametric oracle property (Q2999745):

Displaying 34 items.

• A fused Lasso approach to nonstationary spatial covariance estimation (Q321472) (← links)
• Component selection in additive quantile regression models (Q397238) (← links)
• Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
• Nonparametric significance testing and group variable selection (Q476217) (← links)
• Additive model selection (Q513754) (← links)
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property (Q900793) (← links)
• Penalized likelihood and Bayesian function selection in regression models (Q1621251) (← links)
• Combining meta-modeling and categorical indicators for global sensitivity analysis of long-running flow simulators with spatially dependent inputs (Q1663651) (← links)
• Post-injection trapping of mobile \(\text{CO}_{2}\) in deep aquifers: assessing the importance of model and parameter uncertainties (Q1693746) (← links)
• An RKHS-based approach to double-penalized regression in high-dimensional partially linear models (Q1795582) (← links)
• Pursuit of dynamic structure in quantile additive models with longitudinal data (Q1799871) (← links)
• Variable selection of varying coefficient models in quantile regression (Q1950855) (← links)
• Using recursive algorithms for the efficient identification of smoothing spline ANOVA models (Q2006880) (← links)
• Learning general sparse additive models from point queries in high dimensions (Q2007617) (← links)
• Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← links)
• High-dimensional quantile varying-coefficient models with dimension reduction (Q2075035) (← links)
• Nonparametric variable selection and its application to additive models (Q2183769) (← links)
• GRID: a variable selection and structure discovery method for high dimensional nonparametric regression (Q2196249) (← links)
• Conceptual implementation of the variance-based sensitivity analysis for the calculation of the first-order effects (Q2323194) (← links)
• Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data (Q2339518) (← links)
• SCAD-penalised generalised additive models with non-polynomial dimensionality (Q3145392) (← links)
• Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error (Q3463396) (← links)
• Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models (Q4904729) (← links)
• Bayesian Regression Trees for High-Dimensional Prediction and Variable Selection (Q4962428) (← links)
• Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates (Q4962440) (← links)
• Additive regression splines with total variation and non negative garrote penalties (Q5039807) (← links)
• Partially Linear Functional Additive Models for Multivariate Functional Data (Q5229922) (← links)
• Input Variable Selection in Neural Network Models (Q5419321) (← links)
• Reproducing Kernel Hilbert Spaces for Penalized Regression: A Tutorial (Q5876890) (← links)
• Sensitivity analysis in classification using Bayesian smoothing spline ANOVA probit regression (Q6059405) (← links)
• High-dimensional local linear regression under sparsity and convex losses (Q6200896) (← links)
• Variable selection for non-parametric quantile regression via smoothing spline analysis of variance (Q6537855) (← links)
• Spike-and-slab least absolute shrinkage and selection operator generalized additive models and scalable algorithms for high-dimensional data analysis (Q6628512) (← links)
• Scalable empirical Bayes inference and Bayesian sensitivity analysis (Q6649134) (← links)