Pages that link to "Item:Q3405559"
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The following pages link to A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) (Q3405559):
Displaying 48 items.
- Robust Bayesian Variable Selection for Gene–Environment Interactions (Q6079754) (← links)
- <i>L</i> <sub>0</sub> -regularization for high-dimensional regression with corrupted data (Q6082450) (← links)
- Nonparametric instrument model averaging (Q6091915) (← links)
- Quantile forward regression for high-dimensional survival data (Q6092305) (← links)
- A Model-free Variable Screening Method Based on Leverage Score (Q6107196) (← links)
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction (Q6113515) (← links)
- An ensemble EM algorithm for Bayesian variable selection (Q6121783) (← links)
- Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design (Q6149873) (← links)
- A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach (Q6164715) (← links)
- A comparative study on high-dimensional bayesian regression with binary predictors (Q6172140) (← links)
- Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression (Q6175797) (← links)
- A semi-parametric approach to feature selection in high-dimensional linear regression models (Q6177013) (← links)
- Sufficient variable screening with high-dimensional controls (Q6184873) (← links)
- Structure learning via unstructured kernel-based M-estimation (Q6184881) (← links)
- Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
- COMBSS: best subset selection via continuous optimization (Q6494417) (← links)
- Consistent significance controlled variable selection in high-dimensional regression (Q6541483) (← links)
- Nested model averaging on solution path for high-dimensional linear regression (Q6541615) (← links)
- MuSP: a multistep screening procedure for sparse recovery (Q6541761) (← links)
- Forward stability and model path selection (Q6547741) (← links)
- A review of discriminant analysis in high dimensions (Q6562693) (← links)
- Adaptive Algorithm for Multi-Armed Bandit Problem with High-Dimensional Covariates (Q6567892) (← links)
- On variable selection in a semiparametric AFT mixture cure model (Q6571297) (← links)
- Gradient-based kernel variable selection for support vector hazards machine (Q6581408) (← links)
- Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
- A review of recent advances in empirical likelihood (Q6602013) (← links)
- Variable selection using \(L_q\) penalties (Q6604398) (← links)
- Robust statistics: a selective overview and new directions (Q6604474) (← links)
- Wasserstein filter for variable screening in binary classification in the reproducing kernel Hilbert space (Q6611226) (← links)
- Overview of research advance for knockoff methods (Q6615097) (← links)
- Sparse clustering for customer segmentation with high-dimensional mixed-type data (Q6616390) (← links)
- Incorporating Graphical Structure of Predictors in Sparse Quantile Regression (Q6617798) (← links)
- Variable selection and subgroup analysis for high-dimensional censored data (Q6620580) (← links)
- Variable Selection for the Prediction of <i>C</i>[0,1]-Valued Autoregressive Processes using Reproducing Kernel Hilbert Spaces (Q6621629) (← links)
- Single-Index-Based CoVaR With Very High-Dimensional Covariates (Q6623175) (← links)
- Penalized variable selection for accelerated failure time models with random effects (Q6625698) (← links)
- Integrative sparse partial least squares (Q6627770) (← links)
- Bayesian variable selection for understanding mixtures in environmental exposures (Q6627987) (← links)
- Penalized variable selection for cause-specific hazard frailty models with clustered competing-risks data (Q6628197) (← links)
- Variable selection in semiparametric regression models for longitudinal data with informative observation times (Q6628630) (← links)
- Can’t Ridge Regression Perform Variable Selection? (Q6631887) (← links)
- Robust statistical boosting with quantile-based adaptive loss functions (Q6636211) (← links)
- Generalized regression estimators with concave penalties and a comparison to lasso type estimators (Q6636373) (← links)
- Asymptotically faster estimation of high-dimensional additive models using subspace learning (Q6641032) (← links)
- Nonconvex Dantzig selector and its parallel computing algorithm (Q6643210) (← links)
- Focused estimation and model averaging with penalization methods: an overview (Q6647314) (← links)
- Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach (Q6665012) (← links)
- Parametric modal regression with autocorrelated error process (Q6671927) (← links)
