Pages that link to "Item:Q3125436"
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The following pages link to Better Subset Regression Using the Nonnegative Garrote (Q3125436):
Displaying 50 items.
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Local partial-likelihood estimation for lifetime data (Q123405) (← links)
- A simple measure of conditional dependence (Q128731) (← links)
- Sparse estimation of Cox proportional hazards models via approximated information criteria (Q154277) (← links)
- A new variable selection approach for varying coefficient models (Q267654) (← links)
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Constrained inference in linear regression (Q311814) (← links)
- Minimizing variable selection criteria by Markov chain Monte Carlo (Q333351) (← links)
- A lasso for hierarchical interactions (Q366961) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint (Q395986) (← links)
- Feature selection when there are many influential features (Q396025) (← links)
- Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares (Q419328) (← links)
- Transfer function models with time-varying coefficients (Q428348) (← links)
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
- On efficient calculations for Bayesian variable selection (Q434881) (← links)
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso (Q439175) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
- Boosting algorithms: regularization, prediction and model fitting (Q449780) (← links)
- Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
- The variational Garrote (Q479478) (← links)
- Variable selection of varying dispersion student-\(t\) regression models (Q498090) (← links)
- Shrinkage estimation of the linear model with spatial interaction (Q506575) (← links)
- Additive model selection (Q513754) (← links)
- Random lasso (Q542508) (← links)
- Remembering Leo Breiman (Q542912) (← links)
- Multicategory vertex discriminant analysis for high-dimensional data (Q542928) (← links)
- Statistical inference using a weighted difference-based series approach for partially linear regression models (Q631626) (← links)
- Model selection via adaptive shrinkage with \(t\) priors (Q650694) (← links)
- The quest for the right kernel in Bayesian impulse response identification: the use of OBFs (Q680545) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- An easy-to-implement hierarchical standardization for variable selection under strong heredity constraint (Q777839) (← links)
- Variable selection for spatial autoregressive models with a diverging number of parameters (Q779691) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Component selection and smoothing in multivariate nonparametric regression (Q869970) (← links)
- A fast splitting method tailored for Dantzig selector (Q887167) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- Dimension reduction based linear surrogate variable approach for model free variable selection (Q900762) (← links)
- Practical variable selection for generalized additive models (Q901636) (← links)
- Composite quantile regression and the oracle model selection theory (Q930648) (← links)
- Resampling methods for variable selection in robust regression (Q951933) (← links)
- Structured variable selection and estimation (Q965141) (← links)
- Image denoising via solution paths (Q970161) (← links)
- Financial market forecasting using a two-step kernel learning method for the support vector regression (Q970173) (← links)
- Block thresholding wavelet regression using SCAD penalty (Q974520) (← links)
