Pages that link to "Item:Q5447649"
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The following pages link to Tuning parameter selectors for the smoothly clipped absolute deviation method (Q5447649):
Displayed 50 items.
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data (Q80801) (← links)
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
- Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← links)
- Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- Weighted composite quantile estimation and variable selection method for censored regression model (Q419199) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Model selection in linear mixed effect models (Q432304) (← links)
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- An alternating determination-optimization approach for an additive multi-index model (Q434994) (← links)
- Estimation in high-dimensional linear models with deterministic design matrices (Q447831) (← links)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
- On the consistency of coordinate-independent sparse estimation with BIC (Q450881) (← links)
- Quadratic approximation on SCAD penalized estimation (Q452598) (← links)
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- Variable selection of generalized regression models based on maximum rank correlation (Q477519) (← links)
- SICA for Cox's proportional hazards model with a diverging number of parameters (Q477528) (← links)
- Double penalized variable selection procedure for partially linear models with longitudinal data (Q477891) (← links)
- Selection of spatial-temporal lattice models: assessing the impact of climate conditions on a mountain pine beetle outbreak (Q484694) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- Variable selection in measurement error models (Q605044) (← links)
- Coordinate-independent sparse sufficient dimension reduction and variable selection (Q620565) (← links)
- Penalized least squares for single index models (Q622428) (← links)
- Variable selection for additive partially linear models with measurement error (Q641762) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Variable selection in a class of single-index models (Q652608) (← links)
- Penalized maximum likelihood estimation and variable selection in geostatistics (Q661173) (← links)
- Adaptive LASSO for general transformation models with right censored data (Q693274) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution (Q715499) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- LASSO-based multivariate linear profile monitoring (Q763195) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- Sparse estimation in functional linear regression (Q764470) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- A sparse eigen-decomposition estimation in semiparametric regression (Q962349) (← links)
- Model selection with the loss rank principle (Q962384) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- A note on adaptive group Lasso (Q1023903) (← links)
- Local linear regression for data with AR errors (Q1036922) (← links)
- Model selection via standard error adjusted adaptive Lasso (Q1934485) (← links)
