Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 1487660 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 7626763 (Why is no real title available?)
- An efficient two step algorithm for high dimensional change point regression models without grid search
- Asymptotics for Lasso-type estimators.
- Confidence regions in semilinear regression
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Feature screening via distance correlation learning
- Fused Lasso approach in regression coefficients clustering -- learning parameter heterogeneity in data integration
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
- High dimensional change point estimation via sparse projection
- Homogeneity Pursuit in Single Index Models based Panel Data Analysis
- Homogeneity pursuit
- Identifying latent group structures in nonlinear panels
- Inference about the intersection in two-phase regression
- Model selection by LASSO methods in a change-point model
- Multiple Change-Point Estimation With a Total Variation Penalty
- Multiple Change-Points Estimation in Linear Regression Models via Sparse Group Lasso
- Nearly unbiased variable selection under minimax concave penalty
- On asymptotic distribution theory in segmented regression problems - identified case
- Regression Kink With an Unknown Threshold
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Regularization and Variable Selection Via the Elastic Net
- Sample Splitting and Threshold Estimation
- Statistical foundations of data science
- Structure identification in panel data analysis
- Sure explained variability and independence screening
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Lasso for high dimensional regression with a possible change point
- The expected number of local maxima of a random field and the volume of tubes
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(2)
This page was built for publication: Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567884)
