The following pages link to (Q4864293):
Displaying 50 items.
- Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization (Q1658387) (← links)
- Trace regression model with simultaneously low rank and row(column) sparse parameter (Q1658399) (← links)
- Constrained center and range joint model for interval-valued symbolic data regression (Q1658407) (← links)
- Identification of relevant subtypes via preweighted sparse clustering (Q1658409) (← links)
- Variable selection for multiply-imputed data with penalized generalized estimating equations (Q1658423) (← links)
- Bayesian group bridge for bi-level variable selection (Q1658425) (← links)
- Principal components adjusted variable screening (Q1658427) (← links)
- Inference for biased transformation models (Q1658440) (← links)
- Correlation rank screening for ultrahigh-dimensional survival data (Q1658466) (← 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)
- Bayesian model selection in ordinal quantile regression (Q1658985) (← links)
- A relative error-based approach for variable selection (Q1659002) (← links)
- Robust shrinkage estimation and selection for functional multiple linear model through LAD loss (Q1659013) (← 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)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
- Data shared Lasso: a novel tool to discover uplift (Q1659082) (← links)
- \(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models (Q1659085) (← links)
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
- Real-time factor model forecasting and the effects of instability (Q1659156) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- Natural coordinate descent algorithm for \(\ell_1\)-penalised regression in generalised linear models (Q1659358) (← links)
- The expectation-maximization approach for Bayesian quantile regression (Q1659461) (← 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)
- Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
- Bayesian variable selection for finite mixture model of linear regressions (Q1659475) (← links)
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits (Q1659500) (← links)
- Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM (Q1659676) (← links)
- On stepwise pattern recovery of the fused Lasso (Q1660156) (← links)
- Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
- Robust groupwise least angle regression (Q1660232) (← links)
- Improved adaptive sparse channel estimation using mixed square/fourth error criterion (Q1660689) (← links)
- Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling (Q1661291) (← links)
- Robust variable selection of joint frailty model for panel count data (Q1661331) (← links)
- On the sign consistency of the Lasso for the high-dimensional Cox model (Q1661333) (← 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)
- Sparsity and independence: balancing two objectives in optimization for source separation with application to fMRI analysis (Q1661463) (← links)
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random (Q1662031) (← links)
- Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation (Q1662032) (← links)
- Improved distributed particle filters for tracking in a wireless sensor network (Q1662043) (← links)
- A globally convergent algorithm for Lasso-penalized mixture of linear regression models (Q1662084) (← 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)
- On constrained estimation of graphical time series models (Q1662855) (← links)
- Penalized composite likelihoods for inhomogeneous Gibbs point process models (Q1662861) (← links)
