Tuning parameter selectors for the smoothly clipped absolute deviation method
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Cited in
(only showing first 100 items - show all)- On the distribution of the adaptive LASSO estimator
- A note on adaptive group Lasso
- Local linear regression for data with AR errors
- A unified approach to model selection and sparse recovery using regularized least squares
- Multiresolution functional ANOVA for large-scale, many-input computer experiments
- Tuning parameter selection in sparse regression modeling
- Screening active factors in supersaturated designs
- Variable and boundary selection for functional data via multiclass logistic regression modeling
- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data
- Variable selection and parameter estimation with the Atan regularization method
- A relative error-based approach for variable selection
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- Unsupervised learning of mixture regression models for longitudinal data
- Regularized estimation in GINAR(\(p\)) process
- A doubly sparse approach for group variable selection
- Regularized latent class analysis with application in cognitive diagnosis
- B spline variable selection for the single index models
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
- A systematic review on model selection in high-dimensional regression
- Generalized growth curve models for longitudinal data in application to a randomized controlled trial
- Modified SCAD penalty for constrained variable selection problems
- Adaptive testing for the partially linear single-index model with error-prone linear covariates
- Review: Reversed low-rank ANOVA model for transforming high dimensional genetic data into low dimension
- Convex and non-convex regularization methods for spatial point processes intensity estimation
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
- Variable selection for structural equation with endogeneity
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Model selection via standard error adjusted adaptive Lasso
- LAD variable selection for linear models with randomly censored data
- Variable selection and parameter estimation for partially linear models via Dantzig selector
- Variable selection in linear mixed effects models
- Variable selection for functional regression models via the \(L_1\) regularization
- Fixed and random effects selection in nonparametric additive mixed models
- Automatic grouping using smooth-threshold estimating equations
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Bridge estimation for generalized linear models with a diverging number of parameters
- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- A Lasso-penalized BIC for mixture model selection
- Varying coefficient functional autoregressive model with application to the U.S. treasuries
- Robust high-dimensional regression for data with anomalous responses
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
- Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables
- Penalized kernel quantile regression for varying coefficient models
- Least product relative error estimation for identification in multiplicative additive models
- Estimation and clustering for partially heterogeneous single index model
- Sparse regression for extreme values
- Effective model calibration via sensible variable identification and adjustment with application to composite fuselage simulation
- Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function
- Variable selection for functional linear models with strong heredity constraint
- Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
- Distributed identification of heterogeneous treatment effects
- A generative approach to modeling data with quantitative and qualitative responses
- De-noising analysis of noisy data under mixed graphical models
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
- Removing the singularity of a penalty via thresholding function matching
- Empirical likelihood inference with public-use survey data
- Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model
- Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data
- Regression and subgroup detection for heterogeneous samples
- Penalized empirical likelihood for partially linear errors-in-variables models
- Composite quantile regression for ultra-high dimensional semiparametric model averaging
- Prediction of the Nash through penalized mixture of logistic regression models
- Partially linear single index models for repeated measurements
- Sparse and efficient estimation for partial spline models with increasing dimension
- Variable selection for fixed effects varying coefficient models
- Variable selection in joint mean and dispersion models via double penalized likelihood
- A fast algorithm for detecting gene-gene interactions in genome-wide association studies
- Variable selection in ROC regression
- Rank reduction for high-dimensional generalized additive models
- Logical and test consistency in pairwise multiple comparisons
- Penalized empirical likelihood for the sparse Cox regression model
- Tuning parameter calibration for _1-regularized logistic regression
- Multiclass analysis and prediction with network structured covariates
- Selecting the tuning parameter in penalized Gaussian graphical models
- Variable selection for covariate adjusted regression model
- Variable selection and estimation for semi-parametric multiple-index models
- Model detection and estimation for single-index varying coefficient model
- Variable selection in quantile varying coefficient models with longitudinal data
- Smoothed rank correlation of the linear transformation regression model
- Modified SEE variable selection for varying coefficient instrumental variable models
- Penalized variable selection in competing risks regression
- On the adaptive elastic net with a diverging number of parameters
- Mixing partially linear regression models
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
- Variable selection in joint location, scale and skewness models of the skew-normal distribution
- Regularized partially functional quantile regression
- AIC for the non-concave penalized likelihood method
- Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data
- Finite mixture of varying coefficient model: estimation and component selection
- Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Calibrating nonconvex penalized regression in ultra-high dimension
- Robust estimation for partially linear models with large-dimensional covariates
- New efficient estimation and variable selection in models with single-index structure
- Simultaneous variable selection and parametric estimation for quantile regression
- Penalized weighted composite quantile estimators with missing covariates
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
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