Pages that link to "Item:Q147375"
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The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):
Displaying 50 items.
- Double-slicing assisted sufficient dimension reduction for high-dimensional censored data (Q2215728) (← links)
- Which bridge estimator is the best for variable selection? (Q2215760) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- Regularization-based bootstrap ranking model: identifying healthcare indicators among all level income economies (Q2219428) (← links)
- Brq: an R package for Bayesian quantile regression (Q2221223) (← links)
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data (Q2223100) (← links)
- A discussion on practical considerations with sparse regression methodologies (Q2225315) (← links)
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. (Q2225318) (← links)
- A generalized bridge regression in fuzzy environment and its numerical solution by a capable recurrent neural network (Q2225568) (← links)
- Bayesian quantile regression with mixed discrete and nonignorable missing covariates (Q2226698) (← links)
- Consistent group selection with Bayesian high dimensional modeling (Q2226716) (← links)
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression (Q2230004) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- Model selection in linear mixed-effect models (Q2234730) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
- A clustering-based feature selection method for automatically generated relational attributes (Q2241179) (← links)
- Robust distributed modal regression for massive data (Q2242003) (← links)
- Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007) (← links)
- Parallel integrative learning for large-scale multi-response regression with incomplete outcomes (Q2242011) (← links)
- Robust communication-efficient distributed composite quantile regression and variable selection for massive data (Q2242035) (← links)
- Robust regression with compositional covariates (Q2242144) (← links)
- Feature filter for estimating central mean subspace and its sparse solution (Q2242163) (← links)
- A sequential approach to feature selection in high-dimensional additive models (Q2242862) (← links)
- Variable selection in the Box-Cox power transformation model (Q2242871) (← links)
- Network tail risk estimation in the European banking system (Q2246610) (← links)
- Lasso with long memory regression errors (Q2250693) (← links)
- Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (Q2251707) (← links)
- High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
- Variable selection and estimation for longitudinal survey data (Q2252909) (← links)
- Hierarchically penalized additive hazards model with diverging number of parameters (Q2254832) (← links)
- Sparse and efficient estimation for partial spline models with increasing dimension (Q2255168) (← links)
- Lag weighted lasso for time series model (Q2255836) (← links)
- Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
- Sparse semiparametric discriminant analysis (Q2256757) (← links)
- Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
- Bayesian Lasso binary quantile regression (Q2259357) (← links)
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison (Q2259726) (← links)
- Functional concurrent linear regression model for spatial images (Q2260207) (← links)
- Identifying QTLs and epistasis in structured plant populations using adaptive mixed LASSO (Q2260993) (← links)
- Variable selection in ROC regression (Q2262193) (← links)
- Mixed-norm regularization for brain decoding (Q2262456) (← links)
- Embedded feature-selection support vector machine for driving pattern recognition (Q2263641) (← links)
- Nonlinear regression modeling via the lasso-type regularization (Q2266883) (← links)
- Network exploration via the adaptive LASSO and SCAD penalties (Q2270657) (← links)
- Group identification and variable selection in quantile regression (Q2272869) (← links)
- NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models (Q2274941) (← links)
- Robust feature screening for elliptical copula regression model (Q2274965) (← links)
- Rank reduction for high-dimensional generalized additive models (Q2274971) (← links)
- Bridge regression: adaptivity and group selection (Q2276183) (← links)
