Pages that link to "Item:Q2583414"

The following pages link to Variable selection using MM algorithms (Q2583414):

Displaying 50 items.

• Screening active factors in supersaturated designs (Q1623593) (← links)
• Penalized principal logistic regression for sparse sufficient dimension reduction (Q1654232) (← links)
• Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
• Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization (Q1658387) (← links)
• The use of random-effect models for high-dimensional variable selection problems (Q1659014) (← links)
• Maximum likelihood estimation of triangular and polygonal distributions (Q1659022) (← links)
• Estimation and variable selection for proportional response data with partially linear single-index models (Q1659464) (← links)
• Structured variable selection via prior-induced hierarchical penalty functions (Q1659467) (← links)
• A globally convergent algorithm for Lasso-penalized mixture of linear regression models (Q1662084) (← links)
• Sparse pathway-based prediction models for high-throughput molecular data (Q1663097) (← links)
• A random-effect model approach for group variable selection (Q1663264) (← links)
• Support vector machines for unbalanced multicategory classification (Q1665275) (← links)
• Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression (Q1677029) (← links)
• Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
• Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
• Genetic algorithm versus classical methods in sparse index tracking (Q1693854) (← links)
• Modified SCAD penalty for constrained variable selection problems (Q1731229) (← links)
• Review: Reversed low-rank ANOVA model for transforming high dimensional genetic data into low dimension (Q1740304) (← links)
• Variable selection for spatial semivarying coefficient models (Q1744709) (← links)
• On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere (Q1938902) (← links)
• Sparse permutation invariant covariance estimation (Q1951760) (← links)
• Thresholding-based iterative selection procedures for model selection and shrinkage (Q1951984) (← links)
• Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099) (← links)
• Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
• Advanced algorithms for penalized quantile and composite quantile regression (Q1995843) (← links)
• Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle (Q1998246) (← links)
• Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
• The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
• Model identification and selection for single-index varying-coefficient models (Q2042522) (← links)
• Sparse classification: a scalable discrete optimization perspective (Q2071494) (← links)
• Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning (Q2073715) (← links)
• High-performance statistical computing in the computing environments of the 2020s (Q2092893) (← links)
• A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data (Q2111067) (← links)
• High-dimensional variable screening through kernel-based conditional mean dependence (Q2112254) (← links)
• Penalized generalized estimating equations approach to longitudinal data with multinomial responses (Q2132028) (← links)
• Removing the singularity of a penalty via thresholding function matching (Q2178181) (← links)
• Identifying local differences with fused-MCP: an apartment rental market case study on geographical segmentation detection (Q2195532) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
• Variable selection and estimation for longitudinal survey data (Q2252909) (← links)
• A fast algorithm for detecting gene-gene interactions in genome-wide association studies (Q2258578) (← links)
• Network exploration via the adaptive LASSO and SCAD penalties (Q2270657) (← links)
• Bridge regression: adaptivity and group selection (Q2276183) (← links)
• Majorized proximal alternating imputation for regularized rank constrained matrix completion (Q2297134) (← links)
• Asymptotic theory of the adaptive sparse group Lasso (Q2304247) (← links)
• Penalized full likelihood approach to variable selection for Cox's regression model under nested case-control sampling (Q2308438) (← links)
• A modified generalized Lasso algorithm to detect local spatial clusters for count data (Q2316749) (← links)
• Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case (Q2318820) (← links)
• Smoothed rank correlation of the linear transformation regression model (Q2359515) (← links)
• Penalized estimation equation for an extended single-index model (Q2397050) (← links)
• Finite mixture of varying coefficient model: estimation and component selection (Q2418532) (← links)