The following pages link to (Q5405154):
Displaying 30 items.
- Bayesian variable selection with shrinking and diffusing priors (Q118687) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
- Generalized information criterion for the AR model (Q508120) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
- High-dimensional linear regression with hard thresholding regularization: theory and algorithm (Q2097492) (← links)
- Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← links)
- Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (Q2155641) (← links)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
- Consistent tuning parameter selection in high-dimensional group-penalized regression (Q2423857) (← links)
- Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760) (← links)
- A primal and dual active set algorithm for truncated \(L_1\) regularized logistic regression (Q2691265) (← links)
- Global optimal model selection for high-dimensional survival analysis (Q3390347) (← links)
- Forward-Backward Selection with Early Dropping (Q4633015) (← links)
- A High‐dimensional Focused Information Criterion (Q4637090) (← links)
- A study on tuning parameter selection for the high-dimensional lasso (Q4960728) (← links)
- Hard Thresholding Regularised Logistic Regression: Theory and Algorithms (Q5061727) (← links)
- A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression (Q5107360) (← links)
- Model Selection of Generalized Estimating Equation With Divergent Model Size (Q6039870) (← links)
- Grouped variable selection with discrete optimization: computational and statistical perspectives (Q6046300) (← links)
- Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models (Q6075172) (← links)
- High-dimensional model averaging for quantile regression (Q6554768) (← links)
- Numerical characterization of support recovery in sparse regression with correlated design (Q6558520) (← links)
- Assessing Tuning Parameter Selection Variability in Penalized Regression (Q6621631) (← links)
