Pages that link to "Item:Q3125436"

The following pages link to Better Subset Regression Using the Nonnegative Garrote (Q3125436):

Displaying 50 items.

• Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
• Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing (Q1010462) (← links)
• Multiclass sparse logistic regression for classification of multiple cancer types using gene expression data (Q1010516) (← links)
• Efficient algorithms for computing the best subset regression models for large-scale problems (Q1020780) (← links)
• Relaxed Lasso (Q1020826) (← links)
• A data-driven block thresholding approach to wavelet estimation (Q1020970) (← links)
• On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE (Q1023796) (← links)
• The composite absolute penalties family for grouped and hierarchical variable selection (Q1043749) (← links)
• Heuristics of instability and stabilization in model selection (Q1354430) (← links)
• Minimax estimation in linear regression under restrictions (Q1587193) (← links)
• Fast Bayesian model assessment for nonparametric additive regression (Q1621314) (← links)
• Hierarchically penalized quantile regression with multiple responses (Q1622121) (← links)
• A sequential test for variable selection in high dimensional complex data (Q1623732) (← links)
• Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
• Bayesian variable selection with strong heredity constraints (Q1657864) (← links)
• Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
• Bayesian model selection in ordinal quantile regression (Q1658985) (← links)
• Robust groupwise least angle regression (Q1660232) (← links)
• Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
• Quantile regression for robust inference on varying coefficient partially nonlinear models (Q1747095) (← links)
• Nonlinear GCV and quasi-GCV for shrinkage models (Q1772677) (← links)
• Variable selection for structural equation with endogeneity (Q1794305) (← links)
• An RKHS-based approach to double-penalized regression in high-dimensional partially linear models (Q1795582) (← links)
• Robust variable selection through MAVE (Q1800060) (← links)
• Least angle regression. (With discussion) (Q1879940) (← links)
• Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection (Q1937489) (← links)
• Regularized \(k\)-means clustering of high-dimensional data and its asymptotic consistency (Q1950809) (← links)
• Variable selection and sensitivity analysis using dynamic trees, with an application to computer code performance tuning (Q1951519) (← links)
• Sign-constrained least squares estimation for high-dimensional regression (Q1954143) (← links)
• A partially proximal linearized alternating minimization method for finding Dantzig selectors (Q1983897) (← links)
• Variable selection for partially linear models via Bayesian subset modeling with diffusing prior (Q2022563) (← links)
• Quantile regression under local misspecification (Q2025221) (← links)
• Detecting direct causality in multivariate time series: a comparative study (Q2025527) (← links)
• Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters (Q2032189) (← links)
• A continuous relaxation of the constrained \(\ell_2-\ell_0\) problem (Q2036185) (← links)
• Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
• Wavelet-based robust estimation and variable selection in nonparametric additive models (Q2066754) (← links)
• Smoothly adaptively centered ridge estimator (Q2078549) (← links)
• A convex relaxation framework consisting of a primal-dual alternative algorithm for solving \(\ell_0\) sparsity-induced optimization problems with application to signal recovery based image restoration (Q2095175) (← links)
• Projective inference in high-dimensional problems: prediction and feature selection (Q2188473) (← links)
• Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114) (← links)
• New insights on the optimality conditions of the \(\ell_2-\ell_0\) minimization problem (Q2203360) (← links)
• Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood (Q2208382) (← links)
• A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates (Q2208404) (← links)
• Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data (Q2223100) (← links)
• A discussion on practical considerations with sparse regression methodologies (Q2225315) (← links)
• A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. (Q2225318) (← links)
• Robust distributed modal regression for massive data (Q2242003) (← links)
• Sparse and efficient estimation for partial spline models with increasing dimension (Q2255168) (← links)