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.
- Model selection for functional linear regression with hierarchical structure (Q2673831) (← links)
- Smooth LASSO estimator for the function-on-function linear regression model (Q2674500) (← links)
- Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates (Q2677126) (← links)
- Interquantile shrinkage in spatial additive autoregressive models (Q2677129) (← links)
- Network-based discriminant analysis for multiclassification (Q2680180) (← links)
- Group-wise shrinkage estimation in penalized model-based clustering (Q2680189) (← links)
- Lasso regression in sparse linear model with \(\varphi\)-mixing errors (Q2682345) (← links)
- Handling categorical features with many levels using a product partition model (Q2686072) (← links)
- A Bayesian graphical approach for large-scale portfolio management with fewer historical data (Q2686273) (← links)
- Shrinkage estimation of network spillovers with factor structured errors (Q2688651) (← links)
- High-dimensional VARs with common factors (Q2688656) (← links)
- Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions (Q2689605) (← links)
- A new hybrid \(l_p\)-\(l_2\) model for sparse solutions with applications to image processing (Q2691208) (← links)
- Recovery of partly sparse and dense signals (Q2692936) (← links)
- Flexible HAR model for realized volatility (Q2697034) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- High-dimensional Cox models: the choice of penalty as part of the model building process (Q2786152) (← links)
- Consistent and conservative model selection with the adaptive Lasso in stationary and nonstationary autoregressions (Q2786685) (← links)
- Nonparametric Statistics and High/Infinite Dimensional Data (Q2787390) (← links)
- Composite quantile periodogram for spectral analysis (Q2789389) (← links)
- Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models (Q2792277) (← links)
- Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response (Q2797832) (← links)
- Bayesian hyper-Lassos with non-convex penalization (Q2802765) (← links)
- Shrinkage and penalty estimators of a Poisson regression model (Q2802803) (← links)
- Variable selection in linear mixed models using an extended class of penalties (Q2802814) (← links)
- Bridge estimation for linear regression models with mixing properties (Q2802877) (← links)
- Regularised MANOVA for high-dimensional data (Q2802885) (← links)
- Penalized regression for interval-censored times of disease progression: selection of HLA markers in psoriatic arthritis (Q2803501) (← links)
- The LAD estimation of the change-point linear model with randomly censored data (Q2807696) (← links)
- Variable selection in finite mixture of semi-parametric regression models (Q2807717) (← links)
- Penalized inverse probability weighted estimators for weighted rank regression with missing covariates (Q2807773) (← links)
- DC Approximation Approach for ℓ0-minimization in Compressed Sensing (Q2808067) (← links)
- Quadratic Approximation via the SCAD Penalty with a Diverging Number of Parameters (Q2809575) (← links)
- Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
- Lasso with convex loss: Model selection consistency and estimation (Q2811411) (← links)
- A necessary condition for the strong oracle property (Q2815602) (← links)
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (Q2816430) (← links)
- Bayesian Elastic Net Tobit Quantile Regression (Q2821007) (← links)
- Model selection and inference for censored lifetime medical expenditures (Q2827182) (← links)
- A predictive enrichment procedure to identify potential responders to a new therapy for randomized, comparative controlled clinical studies (Q2827203) (← links)
- Addressing issues associated with evaluating prediction models for survival endpoints based on the concordance statistic (Q2827205) (← links)
- Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model (Q2828773) (← links)
- Lasso–type and Heuristic Strategies in Model Selection and Forecasting (Q2829651) (← links)
- The adaptive BerHu penalty in robust regression (Q2832013) (← links)
- Sparse nonparametric model for regression with functional covariate (Q2832031) (← links)
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors (Q2832637) (← links)
- High-dimensional posterior consistency of the Bayesian lasso (Q2832662) (← links)
- A common network architecture efficiently implements a variety of sparsity-based inference problems (Q2840897) (← links)
- Partially linear structure selection in Cox models with varying coefficients (Q2846441) (← links)
- Variable selection and estimation for multivariate panel count data via the seamless-\(L_0\) penalty (Q2851574) (← links)
