Pages that link to "Item:Q4632659"

The following pages link to Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection (Q4632659):

Displaying 50 items.

• Regression with outlier shrinkage (Q394109) (← links)
• Focused vector information criterion model selection and model averaging regression with missing response (Q464389) (← links)
• Penalized least squares estimation with weakly dependent data (Q525888) (← links)
• Generalized M-estimators for high-dimensional Tobit I models (Q668611) (← links)
• Characterization of the equivalence of robustification and regularization in linear and matrix regression (Q723995) (← links)
• Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
• Robust methods for inferring sparse network structures (Q1615086) (← links)
• Robust empirical likelihood for partially linear models via weighted composite quantile regression (Q1643001) (← links)
• Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression (Q1658381) (← links)
• Composite quantile regression for correlated data (Q1658431) (← links)
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
• Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
• Iterative reweighted methods for \(\ell _1-\ell _p\) minimization (Q1753073) (← links)
• A distribution-based Lasso for a general single-index model (Q2018911) (← links)
• Model selection with mixed variables on the Lasso path (Q2040668) (← links)
• Scale calibration for high-dimensional robust regression (Q2074316) (← links)
• An efficient estimation for the parameter in additive partially linear models with missing covariates (Q2131935) (← links)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• GMM quantile regression (Q2172015) (← links)
• Detangling robustness in high dimensions: composite versus model-averaged estimation (Q2192312) (← links)
• An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data (Q2228216) (← links)
• Composite versus model-averaged quantile regression (Q2317267) (← links)
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
• Sparse wavelet estimation in quantile regression with multiple functional predictors (Q2416736) (← links)
• Empirical likelihood test for high dimensional linear models (Q2452783) (← links)
• Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792) (← links)
• Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
• Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
• High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
• Unified Noncrossing Multiple Quantile Regressions Tree (Q3391255) (← links)
• Oracle Estimation of a Change Point in High-Dimensional Quantile Regression (Q4559700) (← links)
• (Q4614089) (← links)
• Composite quasi-likelihood for single-index models with massive datasets (Q5042105) (← links)
• Bayesian reciprocal LASSO quantile regression (Q5055140) (← links)
• Adaptive elastic net-penalized quantile regression for variable selection (Q5077881) (← links)
• Estimation and variable selection for a class of quantile regression models with multiple index (Q5079029) (← links)
• Regression estimation via information-weighted composite models with different dimensions (Q5082635) (← links)
• Robust variable selection based on the random quantile LASSO (Q5086334) (← links)
• Wavelet-based LASSO in functional linear quantile regression (Q5107381) (← links)
• Variable selection in the high-dimensional continuous generalized linear model with current status data (Q5128593) (← links)
• Robust variable selection for the varying coefficient model based on composite<i>L</i>₁–<i>L</i>₂regression (Q5129091) (← links)
• Model selection in quantile regression models (Q5130158) (← links)
• Bayesian composite Tobit quantile regression (Q5139034) (← links)
• A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
• (Q5149040) (← links)
• Bayesian Lasso-mixed quantile regression (Q5219945) (← links)
• Bayesian composite quantile regression (Q5220938) (← links)
• Efficient estimation for time-varying coefficient longitudinal models (Q5375952) (← links)
• The Lasso for High Dimensional Regression with a Possible Change Point (Q5743231) (← links)
• Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function (Q5860966) (← links)