The Adaptive Lasso and Its Oracle Properties
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(only showing first 100 items - show all)- Lasso-type recovery of sparse representations for high-dimensional data
- Rank reducible varying coefficient model
- Relaxed Lasso
- Gaussian model selection with an unknown variance
- On the distribution of the adaptive LASSO estimator
- Subset selection for vector autoregressive processes using Lasso
- A note on adaptive group Lasso
- High-dimensional additive modeling
- Sparsistency and rates of convergence in large covariance matrix estimation
- Leveraging mixed and incomplete outcomes via reduced-rank modeling
- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
- Truncated estimation in functional generalized linear regression models
- Selection by partitioning the solution paths
- A unified approach to model selection and sparse recovery using regularized least squares
- Nearly unbiased variable selection under minimax concave penalty
- Bayesian variable selection with shrinking and diffusing priors
- The group exponential Lasso for bi-level variable selection
- Estimating the dimension of a model
- Simple measures of uncertainty for model selection
- Sparse classification with paired covariates
- A simple measure of conditional dependence
- Pursuing Sources of Heterogeneity in Modeling Clustered Population
- Complete subset regressions
- An automated approach towards sparse single-equation cointegration modelling
- Sure independence screening in generalized linear models with NP-dimensionality
- Estimator selection in the Gaussian setting
- biospear
- Spatial variable selection and an application to Virginia Lyme disease emergence
- The ranking lasso and its application to sport tournaments
- Exact spike train inference via \(\ell_{0}\) optimization
- Restricted fence method for covariate selection in longitudinal data analysis
- Interquantile shrinkage and variable selection in quantile regression
- Nonnegative-Lasso and application in index tracking
- Model detection for functional polynomial regression
- Stabilizing the Lasso against cross-validation variability
- Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model
- Modeling financial durations using penalized estimating functions
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
- A new self-adaptive CQ algorithm with an application to the LASSO problem
- Change-point detection in high-dimensional covariance structure
- Tuning parameter selection in sparse regression modeling
- Penalized likelihood and Bayesian function selection in regression models
- Fast Bayesian model assessment for nonparametric additive regression
- Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations
- Estimation and variable selection for partially functional linear models
- Group subset selection for linear regression
- Monotone splines Lasso
- Variable and boundary selection for functional data via multiclass logistic regression modeling
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- Estimation of an oblique structure via penalized likelihood factor analysis
- Partially linear structure identification in generalized additive models with NP-dimensionality
- Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm
- Variable selection in general multinomial logit models
- Domain selection for the varying coefficient model via local polynomial regression
- The cluster graphical Lasso for improved estimation of Gaussian graphical models
- Model selection consistency of Lasso for empirical data
- Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors
- Variable selection in censored quantile regression with high dimensional data
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals
- Variable selection via generalized SELO-penalized linear regression models
- Censored cumulative residual independent screening for ultrahigh-dimensional survival data
- Statistics for big data: a perspective
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
- Robust and sparse estimators for linear regression models
- Sparse approximate solution of fitting surface to scattered points by MLASSO model
- Bayesian variable selection with strong heredity constraints
- Robust Bayesian regularized estimation based on \(t\) regression model
- Variable selection and parameter estimation with the Atan regularization method
- Robust group identification and variable selection in regression
- Homogeneity detection for the high-dimensional generalized linear model
- Ultrahigh dimensional feature screening via projection
- Bayesian group bridge for bi-level variable selection
- Correlation rank screening for ultrahigh-dimensional survival data
- Robust estimation and variable selection in sufficient dimension reduction
- Variable selection using shrinkage priors
- Sparse seasonal and periodic vector autoregressive modeling
- Model free feature screening for ultrahigh dimensional data with responses missing at random
- Integrative weighted group Lasso and generalized local quadratic approximation
- Bayesian model selection in ordinal quantile regression
- A relative error-based approach for variable selection
- The use of random-effect models for high-dimensional variable selection problems
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes
- Estimation and variable selection for proportional response data with partially linear single-index models
- Regularized estimation for the least absolute relative error models with a diverging number of covariates
- A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
- Jackknife empirical likelihood test for high-dimensional regression coefficients
- Sparse estimation of high-dimensional correlation matrices
- Robust variable selection of joint frailty model for panel count data
- High-dimensional multivariate posterior consistency under global-local shrinkage priors
- On dual model-free variable selection with two groups of variables
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
- Improved distributed particle filters for tracking in a wireless sensor network
- Simultaneous variable selection and estimation for multivariate multilevel longitudinal data with both continuous and binary responses
- A new nonparametric screening method for ultrahigh-dimensional survival data
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Joint estimation of multiple Gaussian graphical models across unbalanced classes
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