Pages that link to "Item:Q3067016"
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The following pages link to Penalized high-dimensional empirical likelihood (Q3067016):
Displaying 29 items.
- Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information (Q4563514) (← links)
- Penalized empirical likelihood for high-dimensional partially linear errors-in-function model with martingale difference errors (Q4987229) (← links)
- Nonsparse Learning with Latent Variables (Q4994162) (← links)
- Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models (Q5012336) (← links)
- Sample Empirical Likelihood and the Design-based Oracle Variable Selection Theory (Q5037834) (← links)
- Robust statistical inference for longitudinal data with nonignorable dropouts (Q5044086) (← links)
- Bayesian jackknife empirical likelihood for the error variance in linear regression models (Q5055245) (← links)
- Data Integration with Oracle Use of External Information from Heterogeneous Populations (Q5057225) (← links)
- <i>L</i><sub>0</sub>-Regularized Learning for High-Dimensional Additive Hazards Regression (Q5058017) (← links)
- Penalized empirical likelihood for generalized linear models with longitudinal data (Q5084007) (← links)
- A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood (Q5089442) (← links)
- Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
- Nested coordinate descent algorithms for empirical likelihood (Q5219446) (← links)
- Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters (Q5221307) (← links)
- Jackknife empirical likelihood for the error variance in linear models (Q5266559) (← links)
- Penalised empirical likelihood for the additive hazards model with high-dimensional data (Q5266567) (← links)
- Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression (Q6044635) (← links)
- Penalized Jackknife Empirical Likelihood in High Dimensions (Q6069864) (← links)
- Some Theoretical and Practical Aspects of Empirical Likelihood Methods for Complex Surveys (Q6069924) (← links)
- Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach (Q6079489) (← links)
- Bayesian analysis of longitudinal data via empirical likelihood (Q6096645) (← links)
- Empirical likelihood in single-index quantile regression with high dimensional and missing observations (Q6105768) (← links)
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)
- Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression (Q6175797) (← links)
- Culling the Herd of Moments with Penalized Empirical Likelihood (Q6190692) (← links)
- Simultaneous selection and incorporation of consistent external aggregate information (Q6560564) (← links)
- Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data (Q6580268) (← links)
- A review of recent advances in empirical likelihood (Q6602013) (← links)
- Synthesizing external aggregated information in the penalized Cox regression under population heterogeneity (Q6627991) (← links)
