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.
- Rank-based variable selection (Q3509728) (← links)
- DASSO: Connections Between the Dantzig Selector and Lasso (Q3551034) (← links)
- Shrinkage Inverse Regression Estimation for Model-Free Variable Selection (Q3551042) (← links)
- Variable Selection in the Cox Regression Model with Covariates Missing at Random (Q3561806) (← links)
- Penalised variable selection with U-estimates (Q3569216) (← links)
- Detecting the Dimensionality for Principal Components Model (Q3589989) (← links)
- Simultaneous Factor Selection and Collapsing Levels in ANOVA (Q3623754) (← links)
- Regularized Estimation for the Accelerated Failure Time Model (Q3636981) (← links)
- Sparsity Constrained Estimation in Image Processing and Computer Vision (Q4556987) (← links)
- (Q4558138) (← links)
- (Q4558147) (← links)
- (Q4558173) (← links)
- (Q4558508) (← links)
- A model-free variable selection method for reducing the number of redundant variables (Q4559351) (← links)
- False Discovery Rate Smoothing (Q4559697) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
- Variable selection – A review and recommendations for the practicing statistician (Q4563248) (← links)
- Sampling Lasso quantile regression for large-scale data (Q4563390) (← links)
- Regularized Bayesian quantile regression (Q4563406) (← links)
- Variable selection in expectile regression (Q4563484) (← links)
- Adaptive LASSO for linear mixed model selection via profile log-likelihood (Q4563501) (← links)
- Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information (Q4563514) (← links)
- Sparsest representations and approximations of an underdetermined linear system (Q4569345) (← links)
- A hierarchical Bayesian perspective on majorization-minimization for non-convex sparse regression: application to M/EEG source imaging (Q4571033) (← links)
- Composite quantile regression for massive datasets (Q4580023) (← links)
- Adaptive Lasso for generalized linear models with a diverging number of parameters (Q4605261) (← links)
- A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems (Q4606653) (← links)
- Estimation and variable selection in single-index composite quantile regression (Q4607357) (← links)
- Efficient regularization with wavelet sparsity constraints in photoacoustic tomography (Q4607820) (← links)
- On the accuracy in high‐dimensional linear models and its application to genomic selection (Q4629284) (← links)
- Hard thresholding regression (Q4629285) (← links)
- Sure Independence Screening for Ultrahigh Dimensional Feature Space (Q4632602) (← links)
- Stability Selection (Q4632639) (← links)
- Multiple predicting<i>K</i>-fold cross-validation for model selection (Q4634448) (← links)
- A High‐dimensional Focused Information Criterion (Q4637090) (← links)
- Greedy forward regression for variable screening (Q4639813) (← links)
- Trace pursuit variable selection for multi-population data (Q4643629) (← links)
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data (Q4645255) (← links)
- Feature Screening via Distance Correlation Learning (Q4648557) (← links)
- Proximal gradient method with automatic selection of the parameter by automatic differentiation (Q4685565) (← links)
- Cut Pursuit: Fast Algorithms to Learn Piecewise Constant Functions on General Weighted Graphs (Q4689639) (← links)
- The Spike-and-Slab LASSO (Q4690970) (← links)
- Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices (Q4904725) (← links)
- Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection (Q4904730) (← links)
- Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions (Q4904737) (← links)
- Approximate penalization path for smoothly clipped absolute deviation (Q4912042) (← links)
- Group variable selection for data with dependent structures (Q4913930) (← links)
- Sparse Estimation of Conditional Graphical Models With Application to Gene Networks (Q4916448) (← links)
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (Q4916453) (← links)
- Bayesian Model Selection in High-Dimensional Settings (Q4916502) (← links)
