Pages that link to "Item:Q3632569"

The following pages link to Unified LASSO Estimation by Least Squares Approximation (Q3632569):

Displaying 50 items.

• Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
• Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
• Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
• The adaptive LASSO spline estimation of single-index model (Q328835) (← links)
• Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989) (← links)
• On the consistency of coordinate-independent sparse estimation with BIC (Q450881) (← links)
• Quadratic approximation on SCAD penalized estimation (Q452598) (← links)
• Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
• A new perspective on least squares under convex constraint (Q482891) (← links)
• Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
• Multiple-population shrinkage estimation via sliced inverse regression (Q517384) (← links)
• Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
• Variable selection for additive partially linear models with measurement error (Q641762) (← links)
• Variable selection in a class of single-index models (Q652608) (← links)
• Adaptive LASSO for general transformation models with right censored data (Q693274) (← links)
• Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
• Shrinkage estimation of varying covariate effects based on quantile regression (Q746335) (← links)
• Variable selection using penalized empirical likelihood (Q763671) (← links)
• Sparse estimation in functional linear regression (Q764470) (← links)
• Penalized least squares approximation methods and their applications to stochastic processes (Q830256) (← links)
• A sparse eigen-decomposition estimation in semiparametric regression (Q962349) (← links)
• On sparse estimation for semiparametric linear transformation models (Q972891) (← links)
• Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
• Penalized quantile regression for dynamic panel data (Q989274) (← links)
• On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
• Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models (Q1023939) (← links)
• Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model (Q1615234) (← links)
• Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
• Bayesian group bridge for bi-level variable selection (Q1658425) (← links)
• Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
• Moderately clipped Lasso (Q1663146) (← links)
• Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
• Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260) (← links)
• A generalized partially linear framework for variance functions (Q1786908) (← links)
• Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
• Model selection via standard error adjusted adaptive Lasso (Q1934485) (← links)
• Shrinkage estimation analysis of correlated binary data with a diverging number of parameters (Q1945499) (← links)
• On Lasso for censored data (Q1951988) (← links)
• Automatic grouping using smooth-threshold estimating equations (Q1952187) (← links)
• Robust regression through the Huber's criterion and adaptive lasso penalty (Q1952217) (← links)
• Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
• Local Walsh-average-based estimation and variable selection for single-index models (Q2010424) (← links)
• Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates (Q2036915) (← links)
• Model identification and selection for single-index varying-coefficient models (Q2042522) (← links)
• Clustering of subsample means based on pairwise L1 regularized empirical likelihood (Q2046479) (← links)
• Penalized relative error estimation of functional multiplicative regression models with locally sparse properties (Q2089018) (← links)
• Single-index quantile regression with left truncated data (Q2109301) (← links)
• Aggregated hold out for sparse linear regression with a robust loss function (Q2136632) (← links)
• Semi-supervised approach to event time annotation using longitudinal electronic health records (Q2163816) (← links)
• Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)