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.
- Variable selection via the weighted group Lasso for factor analysis models (Q2856545) (← links)
- Variable selection and estimation in generalized linear models with the seamless \(L_0\) penalty (Q2856573) (← links)
- Model Selection for Vector Autoregressive Processes via Adaptive Lasso (Q2859291) (← links)
- The Adaptive Gril Estimator with a Diverging Number of Parameters (Q2859305) (← links)
- Spatial Shrinkage Estimation of Diffusion Tensors on Diffusion-Weighted Imaging Data (Q2861800) (← links)
- Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models (Q2861816) (← links)
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space (Q2861817) (← links)
- Resampling-based efficient shrinkage method for non-smooth minimands (Q2863046) (← links)
- Tuning Parameter Selector for the Penalized Likelihood Method in Multivariate Generalized Linear Models (Q2864670) (← links)
- Statistical corrections of invalid correlation matrices (Q2868869) (← links)
- Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models (Q2870711) (← links)
- Iterative selection using orthogonal regression techniques (Q2870764) (← links)
- Regularization for stationary multivariate time series (Q2873031) (← links)
- Group Variable Selection with Oracle Property by Weight-Fused Adaptive Elastic Net Model for Strongly Correlated Data (Q2876160) (← links)
- Adaptive Lasso Variable Selection for the Accelerated Failure Models (Q2892638) (← links)
- Variable selection for semiparametric regression models with iterated penalisation (Q2892927) (← links)
- Penalized Gaussian process regression and classification for high-dimensional nonlinear data (Q2893384) (← links)
- Multiple loci mapping via model-free variable selection (Q2893976) (← links)
- High-dimensional heteroscedastic regression with an application to eQTL data analysis (Q2894024) (← links)
- Grouping Variable Selection by Weight Fused Elastic Net for Multi-Collinear Data (Q2905731) (← links)
- Adaptive LASSO-type estimation for multivariate diffusion processes (Q2909250) (← links)
- Estimation for high-dimensional linear mixed-effects models using \(\ell_1\)-penalization (Q2911662) (← links)
- The loss rank criterion for variable selection in linear regression analysis (Q2911677) (← links)
- Texture analysis using Gaussian graphical models (Q2911902) (← links)
- Identification of partially linear structure in additive models with an application to gene expression prediction from sequences (Q2912335) (← links)
- Shrinkage tuning parameter selection with a diverging number of parameters (Q2920262) (← links)
- Variable selection for partially linear varying coefficient quantile regression model (Q2921510) (← links)
- New robust variable selection methods for linear regression models (Q2922164) (← links)
- Probability-enhanced sufficient dimension reduction for binary classification (Q2927603) (← links)
- Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data (Q2943788) (← links)
- Laplace Error Penalty-based Variable Selection in High Dimension (Q2949868) (← links)
- A new model selection procedure based on dynamic quantile regression (Q2953289) (← links)
- Adaptive LASSO model selection in a multiphase quantile regression (Q2953450) (← links)
- Variable selection in additive quantile regression using nonconcave penalty (Q2953973) (← links)
- Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model (Q2954238) (← links)
- A Method for Reducing the Number of Support Vectors in Fuzzy Support Vector Machine (Q2955911) (← links)
- Bayesian variable selection and estimation in semiparametric joint models of multivariate longitudinal and survival data (Q2956823) (← links)
- Robust variable selection for generalized linear models with a diverging number of parameters (Q2979052) (← links)
- Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection (Q2979579) (← links)
- Analyzing large datasets with bootstrap penalization (Q2980232) (← links)
- A Penalized Likelihood Approach for Bivariate Conditional Normal Models for Dynamic Co-expression Analysis (Q3008891) (← links)
- Fixed and Random Effects Selection in Mixed Effects Models (Q3013979) (← links)
- Sufficient Dimension Reduction for Censored Regressions (Q3013981) (← links)
- Inference of Genetic Networks from Time Course Expression Data Using Functional Regression with Lasso Penalty (Q3015888) (← links)
- Penalized Independence Rule for Testing High-Dimensional Hypotheses (Q3017854) (← links)
- An ordinary differential equation-based solution path algorithm (Q3021184) (← links)
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints (Q3021199) (← links)
- Pairwise Variable Selection for High-Dimensional Model-Based Clustering (Q3064269) (← links)
- Asymptotic properties of the residual bootstrap for Lasso estimators (Q3065731) (← links)
- Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models (Q3076036) (← links)
