Pages that link to "Item:Q1848830"

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

Displaying 50 items.

• (Q5004058) (← links)
• Monitoring sequential structural changes in penalized high-dimensional linear models (Q5012705) (← links)
• A non-convex regularization approach for stable estimation of loss development factors (Q5014498) (← links)
• Efficient estimation of panel count data with dependent observation process (Q5033936) (← links)
• An additive Cox model for coronary heart disease study (Q5035743) (← links)
• Bayesian bridge regression (Q5035746) (← links)
• Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
• Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
• A robust and efficient variable selection method for linear regression (Q5044675) (← links)
• Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data (Q5050416) (← links)
• Variable Selection With Second-Generation <i>P</i>-Values (Q5050808) (← links)
• (Q5053311) (← links)
• Bayesian bootstrap adaptive lasso estimators of regression models (Q5065281) (← links)
• Optimal regression parameter-specific shrinkage by plug-in estimation (Q5077520) (← links)
• A unified class of penalties with the capability of producing a differentiable alternative to <i>l</i>₁ norm penalty (Q5077917) (← links)
• Sparsely restricted penalized estimators (Q5078476) (← links)
• Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity (Q5082770) (← links)
• Oracle GMM estimation for misspecified models via thresholding (Q5083448) (← links)
• Penalized empirical likelihood for generalized linear models with longitudinal data (Q5084007) (← links)
• On a generalization of the test of endogeneity in a two stage least squares estimation (Q5085645) (← links)
• Double shrunken selection operator (Q5086183) (← links)
• Adaptive <i>k</i>-class estimation in high-dimensional linear models (Q5086364) (← links)
• Review of Bayesian selection methods for categorical predictors using JAGS (Q5093004) (← links)
• Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory (Q5097857) (← links)
• Model selection for time series with nonlinear trend (Q5104523) (← links)
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation (Q5107502) (← links)
• Variable selection in the high-dimensional continuous generalized linear model with current status data (Q5128593) (← links)
• Sparse group variable selection based on quantile hierarchical Lasso (Q5128673) (← links)
• Grouped penalization estimation of the osteoporosis data in the traditional Chinese medicine (Q5128952) (← links)
• A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models (Q5134479) (← links)
• Lasso-type estimation for covariate-adjusted linear model (Q5139082) (← links)
• (Q5148952) (← links)
• (Q5149040) (← links)
• Variable selection in partially linear wavelet models (Q5193313) (← links)
• Computation of second-order directional stationary points for group sparse optimization (Q5210743) (← links)
• Likelihood adaptively modified penalties (Q5213972) (← links)
• (Q5214207) (← links)
• (Q5214255) (← links)
• Penalized regression models with autoregressive error terms (Q5218904) (← links)
• Shrinkage and penalized estimation in semi-parametric models with multicollinear data (Q5221551) (← links)
• Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes (Q5234282) (← links)
• Robust Wasserstein profile inference and applications to machine learning (Q5235055) (← links)
• Quantile estimation of partially varying coefficient model for panel count data with informative observation times (Q5240638) (← links)
• Efficient Penalized Estimation for Linear Regression Model (Q5265841) (← links)
• Alternating Direction Method of Multipliers for a Class of Nonconvex and Nonsmooth Problems with Applications to Background/Foreground Extraction (Q5266366) (← links)
• Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
• Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity (Q5348469) (← links)
• UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498) (← links)
• (Q5381124) (← links)
• Positive False Discovery Rate Estimate in Step-Wise Variable Selection (Q5436433) (← links)