Pages that link to "Item:Q5414038"
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The following pages link to Smoothly Clipped Absolute Deviation on High Dimensions (Q5414038):
Displayed 50 items.
- A modified local quadratic approximation algorithm for penalized optimization problems (Q147630) (← links)
- Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- On constrained and regularized high-dimensional regression (Q380022) (← links)
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Oracle properties of SCAD-penalized support vector machine (Q433741) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- Quadratic approximation on SCAD penalized estimation (Q452598) (← links)
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
- High-dimensional Cox regression analysis in genetic studies with censored survival outcomes (Q454771) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Component-wisely sparse boosting (Q743775) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm (Q890292) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- Model selection and estimation in high dimensional regression models with group SCAD (Q893964) (← links)
- Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
- Screening active factors in supersaturated designs (Q1623593) (← links)
- Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- Homogeneity detection for the high-dimensional generalized linear model (Q1658352) (← links)
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression (Q1658381) (← links)
- The use of random-effect models for high-dimensional variable selection problems (Q1659014) (← links)
- Sparse pathway-based prediction models for high-throughput molecular data (Q1663097) (← links)
- Moderately clipped Lasso (Q1663146) (← links)
- A doubly sparse approach for group variable selection (Q1680797) (← links)
- Quantile regression for additive coefficient models in high dimensions (Q1686242) (← links)
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
- A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
- Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260) (← links)
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension (Q1731372) (← links)
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
- Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality (Q1800064) (← links)
- Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099) (← links)
- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models (Q2048127) (← links)
- Adaptive sparse group LASSO in quantile regression (Q2051571) (← links)
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin (Q2131914) (← links)
- Almost sure uniqueness of a global minimum without convexity (Q2176635) (← links)
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses (Q2189749) (← links)
- Asymptotic properties of concave \(L_1\)-norm group penalties (Q2288785) (← links)
- Model-free feature screening via a modified composite quantile correlation (Q2407077) (← links)
- Hypothesis testing for regional quantiles (Q2411292) (← links)
- Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
- Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760) (← links)
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models (Q2453901) (← links)