The following pages link to (Q3431917):
Displayed 28 items.
- The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Variable selection in the accelerated failure time model via the bridge method (Q746027) (← links)
- One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- A note on adaptive group Lasso (Q1023903) (← links)
- The use of random-effect models for high-dimensional variable selection problems (Q1659014) (← links)
- The dual and degrees of freedom of linearly constrained generalized Lasso (Q1663318) (← links)
- An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors (Q1927082) (← links)
- \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities (Q1930861) (← links)
- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection (Q1937489) (← links)
- Dimension reduction and variable selection in case control studies via regularized likelihood optimization (Q1952024) (← links)
- Forest Garrote (Q1952025) (← links)
- Robust regression through the Huber's criterion and adaptive lasso penalty (Q1952217) (← links)
- Variable selection via combined penalization for high-dimensional data analysis (Q2445677) (← links)
- Leave-one-out cross-validation is risk consistent for Lasso (Q2512895) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- The Loss Rank Criterion for Variable Selection in Linear Regression Analysis (Q2911677) (← links)
- Group variable selection via convex log‐exp‐sum penalty with application to a breast cancer survivor study (Q3465722) (← links)
- Metamodel construction for sensitivity analysis (Q4606427) (← links)
- Iteration Complexity of a Block Coordinate Gradient Descent Method for Convex Optimization (Q5501228) (← links)
- On the grouped selection and model complexity of the adaptive elastic net (Q5917858) (← links)
- A selective review of group selection in high-dimensional models (Q5965305) (← links)
- High-dimensional regression with unknown variance (Q5965306) (← links)
- On the grouped selection and model complexity of the adaptive elastic net (Q5970617) (← links)