Pages that link to "Item:Q147375"

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

Displaying 50 items.

• Shrinkage priors for Bayesian penalized regression (Q2332812) (← links)
• Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data (Q2339518) (← links)
• Variable selection for covariate adjusted regression model (Q2341591) (← links)
• Kernel-based local order estimation of nonlinear nonparametric systems (Q2342537) (← links)
• Robust adaptive estimation for semivarying coefficient models (Q2343642) (← links)
• Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
• Variable selection and estimation for semi-parametric multiple-index models (Q2345120) (← links)
• Distribution theory of the least squares averaging estimator (Q2346023) (← links)
• Preconditioning the Lasso for sign consistency (Q2346526) (← links)
• Model detection and estimation for single-index varying coefficient model (Q2350062) (← links)
• Quantile regression and variable selection of partial linear single-index model (Q2352452) (← links)
• Least squares sieve estimation of mixture distributions with boundary effects (Q2355260) (← links)
• Constructing optimal sparse portfolios using regularization methods (Q2355718) (← links)
• A smoothing iterative method for quantile regression with nonconvex \(\ell_p\) penalty (Q2358473) (← links)
• Variable selection in quantile varying coefficient models with longitudinal data (Q2359501) (← links)
• Variable selection in the additive rate model for recurrent event data (Q2359506) (← links)
• An extended variable inclusion and shrinkage algorithm for correlated variables (Q2359516) (← links)
• Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates (Q2361478) (← links)
• Adaptive group bridge estimation for high-dimensional partially linear models (Q2363186) (← links)
• Penalized variable selection in competing risks regression (Q2364037) (← links)
• On the adaptive elastic net with a diverging number of parameters (Q2388979) (← links)
• A Bayesian approach to sparse dynamic network identification (Q2391442) (← links)
• Nonnegative elastic net and application in index tracking (Q2396496) (← links)
• Penalized estimation equation for an extended single-index model (Q2397050) (← links)
• New variable selection for linear mixed-effects models (Q2397337) (← links)
• Sure screening by ranking the canonical correlations (Q2398078) (← links)
• Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
• Regularized partially functional quantile regression (Q2400814) (← links)
• High-dimensional tests for functional networks of brain anatomic regions (Q2400816) (← links)
• ESL-SELO: a robust image denoising algorithm with penalty (Q2401786) (← links)
• Variable selection and structure identification for varying coefficient Cox models (Q2404416) (← links)
• Robust sparse Gaussian graphical modeling (Q2404420) (← links)
• IPF-LASSO: integrative \(L_1\)-penalized regression with penalty factors for prediction based on multi-omics data (Q2405418) (← links)
• Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study (Q2406186) (← links)
• Model-free feature screening via a modified composite quantile correlation (Q2407077) (← links)
• Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors (Q2407765) (← links)
• Perspective functions: proximal calculus and applications in high-dimensional statistics (Q2408636) (← links)
• Quantile regression and variable selection of single-index coefficient model (Q2409394) (← links)
• Multilevel Gaussian graphical model for multilevel networks (Q2409630) (← links)
• Estimation and variable selection for semiparametric transformation models under a more efficient cohort sampling design (Q2414876) (← links)
• Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
• Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data (Q2415960) (← links)
• A graph Laplacian prior for Bayesian variable selection and grouping (Q2416741) (← links)
• Variable selection in functional additive regression models (Q2418050) (← links)
• On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
• Quantile regression with group Lasso for classification (Q2418274) (← links)
• A uniform framework for the combination of penalties in generalized structured models (Q2418291) (← links)
• D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
• Simultaneous estimation and variable selection for incomplete event history studies (Q2418523) (← links)
• Consistent tuning parameter selection in high-dimensional group-penalized regression (Q2423857) (← links)