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.
- Informative Estimation and Selection of Correlation Structure for Longitudinal Data (Q4916506) (← links)
- Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient (Q4916514) (← links)
- Structured, Sparse Aggregation (Q4916515) (← links)
- On a Principal Varying Coefficient Model (Q4916942) (← links)
- High-Dimensional Sparse Additive Hazards Regression (Q4916944) (← links)
- Learning Sparse Causal Gaussian Networks With Experimental Intervention: Regularization and Coordinate Descent (Q4916947) (← links)
- ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS (Q4917233) (← links)
- Factor Selection and Structural Identification in the Interaction ANOVA Model (Q4919562) (← links)
- Shrinkage and penalized estimators in weighted least absolute deviations regression models (Q4960627) (← links)
- An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions (Q4960646) (← links)
- Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection (Q4960726) (← links)
- PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables (Q4960729) (← links)
- Adaptive lasso for accelerated hazards models (Q4960733) (← links)
- A simultaneous variable selection methodology for linear mixed models (Q4960766) (← links)
- Different types of Bernstein operators in inference of Gaussian graphical model (Q4966741) (← links)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- Prediction of composite indicators using locally weighted quantile regression (Q4968174) (← links)
- Multiple Response Regression for Gaussian Mixture Models with Known Labels (Q4969864) (← links)
- Two tales of variable selection for high dimensional regression: Screening and model building (Q4969932) (← links)
- Conducting sparse feature selection on arbitrarily long phrases in text corpora with a focus on interpretability (Q4970223) (← links)
- Bayesian variable selection for logistic regression (Q4970277) (← links)
- Adaptive regularization for Lasso models in the context of nonstationary data streams (Q4970431) (← links)
- Bayesian adaptive Lasso quantile regression (Q4970958) (← links)
- Regularization and model selection with categorical predictors and effect modifiers in generalized linear models (Q4970985) (← links)
- Variable selection in joint modelling of the mean and variance for hierarchical data (Q4971402) (← links)
- Dirichlet Lasso: A Bayesian approach to variable selection (Q4971415) (← links)
- Selection and Fusion of Categorical Predictors with L0-Type Penalties (Q4971423) (← links)
- A Model-Averaging Approach for High-Dimensional Regression (Q4975348) (← links)
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates (Q4975349) (← links)
- Sparse Additive Ordinary Differential Equations for Dynamic Gene Regulatory Network Modeling (Q4975410) (← links)
- On an Additive Semigraphoid Model for Statistical Networks With Application to Pathway Analysis (Q4975569) (← links)
- Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space (Q4975573) (← links)
- Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle (Q4975574) (← links)
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models (Q4975577) (← links)
- Interaction Screening for Ultrahigh-Dimensional Data (Q4975578) (← links)
- Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation (Q4975621) (← links)
- A Simple Method for Estimating Interactions Between a Treatment and a Large Number of Covariates (Q4975623) (← links)
- Variable selection of linear programming discriminant estimator (Q4976213) (← links)
- The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
- Adaptive lasso for linear regression models with ARMA-GARCH errors (Q4976540) (← links)
- ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)
- GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES (Q4979494) (← links)
- Complex networks identification using Bayesian model with independent Laplace prior (Q4983647) (← links)
- (Q4986368) (← links)
- Quantile regression of partially linear single-index model with missing observations (Q4987643) (← links)
- On the Solution of <i>ℓ</i><sub>0</sub>-Constrained Sparse Inverse Covariance Estimation Problems (Q4995086) (← links)
- Spatially multi-scale dynamic factor modeling via sparse estimation (Q4997083) (← links)
- (Q4998944) (← links)
- (Q4998948) (← links)
- Nonbifurcating Phylogenetic Tree Inference via the Adaptive LASSO (Q4999164) (← links)
