Pages that link to "Item:Q1848830"

The following pages link to Asymptotics for Lasso-type estimators. (Q1848830):

Displaying 50 items.

• Inference for single and multiple change-points in time series (Q2864620) (← links)
• Bridge Estimators in the Partially Linear Model with High Dimensionality (Q2892634) (← links)
• Penalized Gaussian process regression and classification for high-dimensional nonlinear data (Q2893384) (← links)
• Penalized MM regression estimation with<i>L</i>_γpenalty: a robust version of bridge regression (Q2953971) (← links)
• Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model (Q2954238) (← links)
• SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
• Model selection approaches for non-linear system identification: a review (Q3006178) (← links)
• A Robust Alternative to the Schemper-Henderson Estimator of Prediction Error (Q3013982) (← links)
• Asymptotic properties of the residual bootstrap for Lasso estimators (Q3065731) (← links)
• Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection (Q3077759) (← links)
• Covariate Selection for the Semiparametric Additive Risk Model (Q3077760) (← links)
• Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function (Q3077761) (← links)
• Weak Convergence of the Regularization Path in Penalized M-Estimation (Q3103136) (← links)
• Group variable selection in cardiopulmonary cerebral resuscitation data for veterinary patients (Q3168268) (← links)
• Estimating spatial covariance using penalised likelihood with weighted<i>L</i>₁penalty (Q3182743) (← links)
• Variable selection in identification of a high dimensional nonlinear non-parametric system (Q3196113) (← links)
• L2RM: Low-Rank Linear Regression Models for High-Dimensional Matrix Responses (Q3304862) (← links)
• Rank-based estimation in the ℓ1-regularized partly linear model for censored outcomes with application to integrated analyses of clinical predictors and gene expression data (Q3304984) (← links)
• PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS (Q3377436) (← links)
• SLASSO: a scaled LASSO for multicollinear situations (Q3389663) (← links)
• Adaptive Lasso in high-dimensional settings (Q3391785) (← links)
• Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates (Q3436529) (← links)
• Linearly Constrained Non-Lipschitz Optimization for Image Restoration (Q3454492) (← links)
• SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (Q3462376) (← links)
• Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error (Q3463396) (← links)
• A component lasso (Q3463403) (← links)
• Variable Selection in Semiparametric Linear Regression with Censored Data (Q3541268) (← links)
• LASSO-TYPE GMM ESTIMATOR (Q3551023) (← links)
• Penalised variable selection with U-estimates (Q3569216) (← links)
• SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS (Q3632381) (← links)
• Regularized Estimation for the Accelerated Failure Time Model (Q3636981) (← links)
• (Q4558138) (← links)
• The LASSO estimator: Distributional properties (Q4558753) (← links)
• Adaptive Lasso for generalized linear models with a diverging number of parameters (Q4605261) (← links)
• Sure Independence Screening for Ultrahigh Dimensional Feature Space (Q4632602) (← links)
• Multiple predicting<i>K</i>-fold cross-validation for model selection (Q4634448) (← links)
• Greedy forward regression for variable screening (Q4639813) (← links)
• A Note on Prediction Error with Collinearity (Q4678839) (← links)
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (Q4828900) (← links)
• Sparse Estimation of Conditional Graphical Models With Application to Gene Networks (Q4916448) (← links)
• ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS (Q4917233) (← links)
• (Q4969222) (← links)
• Multiple Response Regression for Gaussian Mixture Models with Known Labels (Q4969864) (← links)
• Robust adaptive Lasso for variable selection (Q4975172) (← links)
• Estimation and Accuracy After Model Selection (Q4975549) (← links)
• Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space (Q4975573) (← links)
• Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation (Q4975621) (← links)
• Covariate selection for accelerated failure time data (Q4976275) (← links)
• The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
• ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)