Variable Selection for High-Dimensional Heteroscedastic Regression and Its Applications
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Cites work
- L-estimatton for linear heteroscedastic models
- A stepwise regression method and consistent model selection for highdimensional sparse linear models
- Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations
- Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit
- Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
- Estimating Regression Models with Multiplicative Heteroscedasticity
- High-dimensional generalizations of asymmetric least squares regression and their applications
- High-dimensional heteroscedastic regression with an application to eQTL data analysis
- scientific article; zbMATH DE number 775727 (Why is no real title available?)
- Interaction screening for ultrahigh-dimensional data
- Model selection for high-dimensional linear regression with dependent observations
- Nearly unbiased variable selection under minimax concave penalty
- On model selection from a finite family of possibly misspecified time series models
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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