Pages that link to "Item:Q1848830"

The following pages link to Asymptotics for Lasso-type estimators. (Q1848830):

Displaying 50 items.

• Test by adaptive Lasso quantile method for real-time detection of a change-point (Q1669885) (← links)
• Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
• Moment convergence of regularized least-squares estimator for linear regression model (Q1680803) (← links)
• An improved algorithm for the \(L_2-L_p\) minimization problem (Q1683685) (← links)
• B spline variable selection for the single index models (Q1685210) (← links)
• Peaceman-Rachford splitting for a class of nonconvex optimization problems (Q1687318) (← links)
• Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
• Local variable selection of nonlinear nonparametric systems by first order expansion (Q1697155) (← links)
• A group adaptive elastic-net approach for variable selection in high-dimensional linear regression (Q1705570) (← links)
• The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
• Sparse-group independent component analysis with application to yield curves prediction (Q1727895) (← links)
• A classification point-of-view about conditional Kendall's tau (Q1738003) (← links)
• Maximum a posteriori estimators as a limit of Bayes estimators (Q1739031) (← links)
• Statistics with set-valued functions: applications to inverse approximate optimization (Q1739037) (← links)
• Determination of vector error correction models in high dimensions (Q1739869) (← links)
• Uniformly valid confidence sets based on the Lasso (Q1753143) (← links)
• On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
• Nonlinear GCV and quasi-GCV for shrinkage models (Q1772677) (← links)
• A flexible shrinkage operator for fussy grouped variable selection (Q1785810) (← links)
• Time-varying Lasso (Q1787675) (← links)
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
• Variable selection for structural equation with endogeneity (Q1794305) (← links)
• Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
• Semiparametric efficiency bounds for high-dimensional models (Q1800804) (← links)
• Variable selection for Cox's proportional hazards model and frailty model (Q1848930) (← links)
• Data analysis in supersaturated designs. (Q1871265) (← links)
• Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926) (← links)
• Least angle regression. (With discussion) (Q1879940) (← links)
• Quantile regression for longitudinal data (Q1882935) (← links)
• Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection (Q1937489) (← links)
• Variable selection and parameter estimation for partially linear models via Dantzig selector (Q1938499) (← links)
• Theoretical properties of the overlapping groups Lasso (Q1950815) (← links)
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets (Q1951528) (← links)
• Comparing two samples by penalized logistic regression (Q1951763) (← links)
• On the asymptotic properties of the group lasso estimator for linear models (Q1951765) (← links)
• Thresholding-based iterative selection procedures for model selection and shrinkage (Q1951984) (← links)
• On Lasso for censored data (Q1951988) (← links)
• Confidence sets based on penalized maximum likelihood estimators in Gaussian regression (Q1952055) (← links)
• Sparse regression with exact clustering (Q1952092) (← links)
• Robust regression through the Huber's criterion and adaptive lasso penalty (Q1952217) (← links)
• Distributional results for thresholding estimators in high-dimensional Gaussian regression models (Q1952253) (← links)
• Bridge estimation for generalized linear models with a diverging number of parameters (Q1957148) (← links)
• Penalized maximum likelihood estimation of a stochastic multivariate regression model (Q1957159) (← links)
• Overcoming the limitations of phase transition by higher order analysis of regularization techniques (Q1991696) (← links)
• A panel quantile approach to attrition bias in big data: evidence from a randomized experiment (Q2000849) (← links)
• Sparse system identification for stochastic systems with general observation sequences (Q2003800) (← links)
• Solution paths for the generalized Lasso with applications to spatially varying coefficients regression (Q2008112) (← links)
• Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations (Q2022171) (← links)
• Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis (Q2028591) (← links)
• Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)