Pages that link to "Item:Q939654"

The following pages link to The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654):

Displaying 50 items.

• 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)
• GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES (Q4979494) (← links)
• A Mixed-Integer Fractional Optimization Approach to Best Subset Selection (Q4995087) (← links)
• Nonbifurcating Phylogenetic Tree Inference via the Adaptive LASSO (Q4999164) (← links)
• Modeling association between multivariate correlated outcomes and high-dimensional sparse covariates: the adaptive SVS method (Q5036571) (← links)
• REMI: REGRESSION WITH MARGINAL INFORMATION AND ITS APPLICATION IN GENOME-WIDE ASSOCIATION STUDIES (Q5037800) (← links)
• Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior (Q5037803) (← links)
• (Q5037987) (← links)
• Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data (Q5050416) (← links)
• Sparse reduced-rank regression for multivariate varying-coefficient models (Q5065249) (← links)
• Consistency of BIC Model Averaging (Q5067439) (← links)
• A polynomial algorithm for best-subset selection problem (Q5073242) (← links)
• Structured sparse support vector machine with ordered features (Q5073382) (← links)
• Overlapping group lasso for high-dimensional generalized linear models (Q5076945) (← links)
• Variable selection for partially varying coefficient model based on modal regression under high dimensional data (Q5079227) (← links)
• In defense of LASSO (Q5081041) (← links)
• Two-step variable selection in partially linear additive models with time series data (Q5084730) (← links)
• Sparsity identification for high-dimensional partially linear model with measurement error (Q5085031) (← links)
• Sure independence screening for analyzing supersaturated designs (Q5087469) (← links)
• On estimation error bounds of the Elastic Net when <i>p</i> ≫ <i>n</i> (Q5089920) (← links)
• GAP: A General Framework for Information Pooling in Two-Sample Sparse Inference (Q5120661) (← links)
• Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation (Q5120677) (← links)
• Convex Optimization for Group Feature Selection in Networked Data (Q5139860) (← links)
• A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
• (Q5148934) (← links)
• Feature Screening for Network Autoregression Model (Q5155186) (← links)
• Truncated $L^1$ Regularized Linear Regression: Theory and Algorithm (Q5163921) (← links)
• Group variable selection via SCAD-<i>L</i>₂ (Q5169751) (← links)
• Weak signals in high‐dimensional regression: Detection, estimation and prediction (Q5213967) (← links)
• Structural identification and variable selection in high-dimensional varying-coefficient models (Q5266564) (← links)
• Multistage Convex Relaxation Approach to Rank Regularized Minimization Problems Based on Equivalent Mathematical Program with a Generalized Complementarity Constraint (Q5348478) (← links)
• (Q5381110) (← links)
• Integrative Analysis of Cancer Diagnosis Studies with Composite Penalization (Q5413947) (← links)
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (Q5743269) (← links)
• Variance estimation based on blocked 3×2 cross-validation in high-dimensional linear regression (Q5861470) (← links)
• Group screening for ultra-high-dimensional feature under linear model (Q5880025) (← links)
• Variable screening in multivariate linear regression with high-dimensional covariates (Q5880134) (← links)
• Sequential profile Lasso for ultra-high-dimensional partially linear models (Q5880183) (← links)
• Integrating Multisource Block-Wise Missing Data in Model Selection (Q5881971) (← links)
• On the finite-sample analysis of \(\Theta\)-estimators (Q5890849) (← links)
• On the finite-sample analysis of \(\Theta\)-estimators (Q5899659) (← links)
• Consistent parameter estimation for Lasso and approximate message passing (Q5916043) (← links)
• Inference for biased models: a quasi-instrumental variable approach (Q5964271) (← links)
• A selective review of group selection in high-dimensional models (Q5965305) (← links)
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (Q5965308) (← links)
• A general theory of concave regularization for high-dimensional sparse estimation problems (Q5965310) (← links)
• Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327) (← links)
• Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q5966368) (← links)
• Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)