Pages that link to "Item:Q5273499"

The following pages link to Nonconcave Penalized Likelihood With NP-Dimensionality (Q5273499):

Displaying 50 items.

• Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
• Best subset selection via a modern optimization lens (Q282479) (← links)
• Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
• Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
• Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
• Penalized least squares estimation with weakly dependent data (Q525888) (← links)
• Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138) (← links)
• Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
• Robust rank correlation based screening (Q693749) (← links)
• Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
• Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
• Functional additive regression (Q888512) (← links)
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
• Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
• Partially linear structure identification in generalized additive models with NP-dimensionality (Q1623710) (← links)
• A unified theory of confidence regions and testing for high-dimensional estimating equations (Q1630400) (← links)
• Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
• High-dimensional \(A\)-learning for optimal dynamic treatment regimes (Q1650064) (← links)
• Distributed testing and estimation under sparse high dimensional models (Q1650081) (← links)
• Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
• Homogeneity detection for the high-dimensional generalized linear model (Q1658352) (← links)
• Principal components adjusted variable screening (Q1658427) (← links)
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
• Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
• Quantile regression for additive coefficient models in high dimensions (Q1686242) (← links)
• A penalized likelihood method for structural equation modeling (Q1695631) (← links)
• Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
• High-dimensional grouped folded concave penalized estimation via the LLA algorithm (Q1726165) (← links)
• I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
• Robust variable selection for finite mixture regression models (Q1753969) (← links)
• Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality (Q1800064) (← links)
• Maximum likelihood estimation in logistic regression models with a diverging number of covariates (Q1950882) (← links)
• Spline estimator for ultra-high dimensional partially linear varying coefficient models (Q2000746) (← links)
• High-dimensional integrative analysis with homogeneity and sparsity recovery (Q2008216) (← links)
• Adaptive group Lasso for high-dimensional generalized linear models (Q2010806) (← links)
• Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations (Q2022171) (← links)
• Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
• Robust high-dimensional regression for data with anomalous responses (Q2042285) (← links)
• Bi-selection in the high-dimensional additive hazards regression model (Q2044320) (← links)
• On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin (Q2131914) (← links)
• Estimation and variable selection for partial functional linear regression (Q2176333) (← links)
• Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
• Nonconcave penalized estimation in sparse vector autoregression model (Q2180066) (← links)
• Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model (Q2198824) (← links)
• Sequential feature screening for generalized linear models with sparse ultra-high dimensional data (Q2200110) (← links)
• Variable selection in the Box-Cox power transformation model (Q2242871) (← links)
• High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
• Hierarchically penalized additive hazards model with diverging number of parameters (Q2254832) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• Asymptotic properties of concave \(L_1\)-norm group penalties (Q2288785) (← links)