Pages that link to "Item:Q147375"

The following pages link to The Adaptive Lasso and Its Oracle Properties (Q147375):

Displaying 50 items.

• The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
• High-dimensional sign-constrained feature selection and grouping (Q2042289) (← links)
• Optimal EMG placement for a robotic prosthesis controller with sequential, adaptive functional estimation (SAFE) (Q2044238) (← links)
• Bi-selection in the high-dimensional additive hazards regression model (Q2044320) (← links)
• High-dimensional variable selection via low-dimensional adaptive learning (Q2044323) (← links)
• Learning sparse conditional distribution: an efficient kernel-based approach (Q2044348) (← links)
• Graphical-model based high dimensional generalized linear models (Q2044367) (← links)
• Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
• Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
• The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
• Clustering of subsample means based on pairwise L1 regularized empirical likelihood (Q2046479) (← links)
• Adaptive function-on-scalar regression with a smoothing elastic net (Q2048111) (← links)
• \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models (Q2048127) (← links)
• Adaptive sparse group LASSO in quantile regression (Q2051571) (← links)
• Sparse principal component regression via singular value decomposition approach (Q2051586) (← links)
• Theory of optimal Bayesian feature filtering (Q2057352) (← links)
• Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables (Q2057845) (← links)
• Least product relative error estimation for identification in multiplicative additive models (Q2059640) (← links)
• A sparse optimization problem with hybrid \(L_2\)-\(L_p\) regularization for application of magnetic resonance brain images (Q2060052) (← links)
• Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects (Q2060438) (← links)
• Model pursuit and variable selection in the additive accelerated failure time model (Q2062404) (← links)
• From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas (Q2062763) (← links)
• Some aspects of response variable selection and estimation in multivariate linear regression (Q2062774) (← links)
• Variable selection in functional regression models: a review (Q2062803) (← links)
• Sure independence screening in the presence of missing data (Q2066525) (← links)
• Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression (Q2066587) (← links)
• Learning social networks from text data using covariate information (Q2066718) (← links)
• Wavelet-based robust estimation and variable selection in nonparametric additive models (Q2066754) (← links)
• Fast selection of nonlinear mixed effect models using penalized likelihood (Q2072413) (← links)
• Estimating the number of components in finite mixture models via the group-sort-fuse procedure (Q2073694) (← links)
• Conditional screening for ultrahigh-dimensional survival data in case-cohort studies (Q2074082) (← links)
• High-dimensional quantile varying-coefficient models with dimension reduction (Q2075035) (← links)
• High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
• Broken adaptive ridge regression for right-censored survival data (Q2075449) (← links)
• Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
• A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables (Q2076131) (← links)
• Fourier transform sparse inverse regression estimators for sufficient variable selection (Q2076139) (← links)
• Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space (Q2076148) (← links)
• Fast feature selection via streamwise procedure for massive data (Q2077451) (← links)
• Smoothly adaptively centered ridge estimator (Q2078549) (← links)
• Feature selection for data integration with mixed multiview data (Q2078739) (← links)
• Effective model calibration via sensible variable identification and adjustment with application to composite fuselage simulation (Q2078752) (← links)
• Combining data envelopment analysis and stochastic frontiers via a LASSO prior (Q2079426) (← links)
• Order selection for regression-based hidden Markov model (Q2079607) (← links)
• An omnibus test for detection of subgroup treatment effects via data partitioning (Q2080743) (← links)
• Regularized factor portfolio for cross-sectional multifactor models (Q2082324) (← links)
• Sparse parameter identification of stochastic dynamical systems (Q2082775) (← links)
• Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization? (Q2083962) (← links)
• Sparse spatially clustered coefficient model via adaptive regularization (Q2084064) (← links)
• Vector autoregressive models with spatially structured coefficients for time series on a spatial grid (Q2084432) (← links)