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.
- Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system (Q5081038) (← links)
- Variable selection with group LASSO approach: Application to Cox regression with frailty model (Q5082578) (← links)
- Regression estimation via information-weighted composite models with different dimensions (Q5082635) (← links)
- Performances of some high dimensional regression methods (Q5082657) (← links)
- Ensemble of penalized logistic models for classification of high-dimensional data (Q5082679) (← links)
- Performances of some high dimensional regression methods: sparse principal component regression (Q5082719) (← links)
- Estimation of joint directed acyclic graphs with lasso family for gene networks (Q5082742) (← links)
- Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity (Q5082770) (← links)
- Multicategory large margin classification with unequal costs (Q5082932) (← links)
- Adaptive Bayesian SLOPE: Model Selection With Incomplete Data (Q5083360) (← links)
- Latent Network Estimation and Variable Selection for Compositional Data Via Variational EM (Q5083364) (← links)
- Oracle GMM estimation for misspecified models via thresholding (Q5083448) (← links)
- Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics (Q5083965) (← links)
- Penalized empirical likelihood for generalized linear models with longitudinal data (Q5084007) (← links)
- Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization (Q5084434) (← links)
- Two-step variable selection in partially linear additive models with time series data (Q5084730) (← links)
- Bayesian tobit quantile regression with penalty (Q5084951) (← links)
- A graphical model selection tool for mixed models (Q5085047) (← links)
- Variable selection for semiparametric random-effects conditional density models with longitudinal data (Q5085624) (← links)
- Sparse structure selection and estimation (Q5085927) (← links)
- Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline (Q5085943) (← links)
- Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models (Q5086169) (← links)
- Double shrunken selection operator (Q5086183) (← links)
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors (Q5086189) (← links)
- A new Gibbs sampler for Bayesian lasso (Q5086323) (← links)
- Robust variable selection based on the random quantile LASSO (Q5086334) (← links)
- Adaptive <i>k</i>-class estimation in high-dimensional linear models (Q5086364) (← links)
- Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data (Q5086389) (← links)
- Sure independence screening for analyzing supersaturated designs (Q5087469) (← links)
- Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data (Q5087547) (← links)
- An Iterative Reduction FISTA Algorithm for Large-Scale LASSO (Q5088796) (← links)
- (Q5091892) (← links)
- Post-selection inference of generalized linear models based on the lasso and the elastic net (Q5092702) (← links)
- Simultaneous variable selection and structural identification for time‐varying coefficient models (Q5095822) (← links)
- Generalized signed-rank estimation and selection for the functional linear model (Q5095835) (← links)
- Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
- Penalized Lq-likelihood estimators and variable selection in linear regression models (Q5095986) (← links)
- (Q5103817) (← links)
- Model selection for time series with nonlinear trend (Q5104523) (← links)
- Rapid penalized likelihood-based outlier detection via heteroskedasticity test (Q5106847) (← links)
- Temporal prediction of future state occupation in a multistate model from high-dimensional baseline covariates via pseudo-value regression (Q5106858) (← links)
- Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection (Q5106888) (← links)
- A model-free feature screening approach based on kernel density estimation (Q5106938) (← links)
- Fast Bayesian variable screenings for binary response regressions with small sample size (Q5106969) (← links)
- Variable screening for ultrahigh dimensional censored quantile regression (Q5107331) (← links)
- Estimation of semiparametric regression model with right-censored high-dimensional data (Q5107372) (← links)
- A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity (Q5107377) (← links)
- Wavelet-based LASSO in functional linear quantile regression (Q5107381) (← links)
- Regularized boxplot via convex clustering (Q5107387) (← links)
- Robust estimation and selection for single-index regression model (Q5107397) (← links)
