Pages that link to "Item:Q147375"

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

Displaying 50 items.

• Boosting with structural sparsity: a differential inclusion approach (Q2278448) (← links)
• SGL-SVM: a novel method for tumor classification via support vector machine with sparse group lasso (Q2288505) (← links)
• Variance prior forms for high-dimensional Bayesian variable selection (Q2290703) (← links)
• Bayesian bridge-randomized penalized quantile regression (Q2291307) (← links)
• A novel Bayesian approach for variable selection in linear regression models (Q2291315) (← links)
• Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response (Q2291327) (← links)
• Lasso meets horseshoe: a survey (Q2292393) (← links)
• Convergence analyses on sparse feedforward neural networks via group lasso regularization (Q2292940) (← links)
• Adaptive group bridge selection in the semiparametric accelerated failure time model (Q2293393) (← links)
• Distributed simultaneous inference in generalized linear models via confidence distribution (Q2293540) (← links)
• Bayesian network marker selection via the thresholded graph Laplacian Gaussian prior (Q2297232) (← links)
• Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
• Kernel density regression (Q2301065) (← links)
• Regularization methods for high-dimensional sparse control function models (Q2301081) (← links)
• A review of Gaussian Markov models for conditional independence (Q2301082) (← links)
• Penalised quantile periodogram for spectral estimation (Q2301105) (← links)
• Group variable selection in the Andersen-Gill model for recurrent event data (Q2301106) (← links)
• Changepoint detection by the quantile Lasso method (Q2301226) (← links)
• MCEN: a method of simultaneous variable selection and clustering for high-dimensional multinomial regression (Q2302492) (← links)
• High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking (Q2302521) (← links)
• Fuzzy Lasso regression model with exact explanatory variables and fuzzy responses (Q2302823) (← links)
• Marginal quantile regression for varying coefficient models with longitudinal data (Q2304243) (← links)
• Asymptotic theory of the adaptive sparse group Lasso (Q2304247) (← links)
• Error density estimation in high-dimensional sparse linear model (Q2304251) (← links)
• Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate (Q2306279) (← links)
• Informative gene selection for microarray classification via adaptive elastic net with conditional mutual information (Q2310656) (← links)
• Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data (Q2313277) (← links)
• Perturbation bootstrap in adaptive Lasso (Q2313280) (← links)
• High-dimensional confounding adjustment using continuous Spike and Slab priors (Q2316985) (← links)
• Bootstrapping Lasso-type estimators in regression models (Q2317244) (← links)
• Composite versus model-averaged quantile regression (Q2317267) (← links)
• Computational and statistical analyses for robust non-convex sparse regularized regression problem (Q2317291) (← links)
• Tuning parameter calibration for \(\ell_1\)-regularized logistic regression (Q2317308) (← links)
• Quantile regression and variable selection for partially linear single-index models with missing censoring indicators (Q2317339) (← links)
• Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case (Q2318820) (← links)
• Un-diversifying during crises: is it a good idea? (Q2320465) (← links)
• A note on rank reduction in sparse multivariate regression (Q2323156) (← links)
• Adaptive fused LASSO in grouped quantile regression (Q2323263) (← links)
• Sparse Poisson regression with penalized weighted score function (Q2323944) (← links)
• A two-stage sparse logistic regression for optimal gene selection in high-dimensional microarray data classification (Q2324259) (← links)
• Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
• Multiclass analysis and prediction with network structured covariates (Q2325271) (← links)
• Marginalized Lasso in sparse regression (Q2325317) (← links)
• Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
• High-dimensional generalized linear models incorporating graphical structure among predictors (Q2326055) (← links)
• A consistent and numerically efficient variable selection method for sparse Poisson regression with applications to learning and signal recovery (Q2329779) (← links)
• Selecting the tuning parameter in penalized Gaussian graphical models (Q2329783) (← links)
• Outlyingness: which variables contribute most? (Q2329793) (← links)
• On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
• Panel data quantile regression with grouped fixed effects (Q2330747) (← links)