Pages that link to "Item:Q147375"

The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):

Displaying 50 items.

• Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
• Robust and sparse estimators for linear regression models (Q1654238) (← links)
• Sparse approximate solution of fitting surface to scattered points by MLASSO model (Q1656898) (← links)
• Bayesian variable selection with strong heredity constraints (Q1657864) (← links)
• Robust Bayesian regularized estimation based on \(t\) regression model (Q1657886) (← links)
• Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
• Robust group identification and variable selection in regression (Q1658186) (← links)
• Homogeneity detection for the high-dimensional generalized linear model (Q1658352) (← links)
• Ultrahigh dimensional feature screening via projection (Q1658358) (← links)
• Bayesian group bridge for bi-level variable selection (Q1658425) (← links)
• Correlation rank screening for ultrahigh-dimensional survival data (Q1658466) (← links)
• Robust estimation and variable selection in sufficient dimension reduction (Q1658471) (← links)
• Variable selection using shrinkage priors (Q1658484) (← links)
• Sparse seasonal and periodic vector autoregressive modeling (Q1658508) (← links)
• Model free feature screening for ultrahigh dimensional data with responses missing at random (Q1658537) (← links)
• Integrative weighted group Lasso and generalized local quadratic approximation (Q1658725) (← links)
• Bayesian model selection in ordinal quantile regression (Q1658985) (← links)
• A relative error-based approach for variable selection (Q1659002) (← links)
• The use of random-effect models for high-dimensional variable selection problems (Q1659014) (← links)
• Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
• Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
• Estimation and variable selection for proportional response data with partially linear single-index models (Q1659464) (← links)
• Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
• A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics (Q1659496) (← links)
• Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits (Q1659500) (← links)
• Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) (← links)
• Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
• Robust variable selection of joint frailty model for panel count data (Q1661331) (← links)
• High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← links)
• On dual model-free variable selection with two groups of variables (Q1661367) (← links)
• Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random (Q1662031) (← links)
• Improved distributed particle filters for tracking in a wireless sensor network (Q1662043) (← links)
• Simultaneous variable selection and estimation for multivariate multilevel longitudinal data with both continuous and binary responses (Q1662068) (← links)
• A new nonparametric screening method for ultrahigh-dimensional survival data (Q1662088) (← links)
• Robust feature screening for ultra-high dimensional right censored data via distance correlation (Q1662094) (← links)
• Joint estimation of multiple Gaussian graphical models across unbalanced classes (Q1662174) (← links)
• Penalized composite likelihoods for inhomogeneous Gibbs point process models (Q1662861) (← links)
• Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864) (← links)
• Sparse principal component regression for generalized linear models (Q1662867) (← links)
• Identification of local sparsity and variable selection for varying coefficient additive hazards models (Q1662933) (← links)
• Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
• A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
• Studies of the adaptive network-constrained linear regression and its application (Q1663145) (← links)
• Moderately clipped Lasso (Q1663146) (← links)
• A random-effect model approach for group variable selection (Q1663264) (← links)
• Sparse principal component regression with adaptive loading (Q1663268) (← links)
• The dual and degrees of freedom of linearly constrained generalized Lasso (Q1663318) (← links)
• Forecasting macroeconomic variables in data-rich environments (Q1667993) (← links)
• Test by adaptive Lasso quantile method for real-time detection of a change-point (Q1669885) (← links)
• Instrument selection for estimation of a forward-looking Phillips curve (Q1670180) (← links)