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.
- Variable selection procedures from multiple testing (Q2423858) (← links)
- Correcting for unknown errors in sparse high-dimensional function approximation (Q2424851) (← links)
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators (Q2426826) (← links)
- Variable selection for multicategory SVM via adaptive sup-norm regularization (Q2426830) (← links)
- Penalized model-based clustering (Q2426832) (← links)
- Regression on manifolds: estimation of the exterior derivative (Q2429924) (← links)
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression (Q2434140) (← links)
- Multi-stage convex relaxation for feature selection (Q2435243) (← links)
- Shrinkage estimation of partially linear single-index models (Q2435757) (← links)
- Variable selection in Cox regression models with varying coefficients (Q2437864) (← links)
- Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760) (← links)
- High-dimensional influence measure (Q2438764) (← links)
- Flexible covariate-adjusted exact tests of randomized treatment effects with application to a trial of HIV education (Q2441852) (← links)
- On proximal gradient method for the convex problems regularized with the group reproducing kernel norm (Q2442634) (← links)
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
- Bayesian projection approaches to variable selection in generalized linear models (Q2445776) (← links)
- Adaptive robust variable selection (Q2448733) (← links)
- Empirical likelihood test for high dimensional linear models (Q2452783) (← links)
- Stochastic identification of malware with dynamic traces (Q2453653) (← links)
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models (Q2453901) (← links)
- New efficient estimation and variable selection in models with single-index structure (Q2453903) (← links)
- Robust variable selection for nonlinear models with diverging number of parameters (Q2454000) (← links)
- The adaptive L1-penalized LAD regression for partially linear single-index models (Q2454024) (← links)
- Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- Efficient estimation and variable selection for infinite variance autoregressive models (Q2511112) (← links)
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
- Lazy lasso for local regression (Q2512747) (← links)
- Robust variable selection in partially varying coefficient single-index model (Q2513789) (← links)
- Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
- Simultaneous variable selection and parametric estimation for quantile regression (Q2513796) (← links)
- QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization (Q2515488) (← links)
- Functional linear regression for functional response via sparse basis selection (Q2515851) (← links)
- Generalized alternating direction method of multipliers: new theoretical insights and applications (Q2516351) (← links)
- Stability of feature selection in classification issues for high-dimensional correlated data (Q2628882) (← links)
- Simultaneous estimation for non-crossing multiple quantile regression with right censored data (Q2631354) (← links)
- On the robustness of the generalized fused Lasso to prior specifications (Q2631367) (← links)
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part (Q2637602) (← links)
- A new sparse variable selection via random-effect model (Q2637604) (← links)
- A novel elastic net-based NGBMC(1,n) model with multi-objective optimization for nonlinear time series forecasting (Q2656056) (← links)
- Sparse regression with multi-type regularized feature modeling (Q2657005) (← links)
- Using penalized likelihood to select parameters in a random coefficients multinomial logit model (Q2658770) (← links)
- Robust low transformed multi-rank tensor methods for image alignment (Q2660687) (← links)
- Double penalized semi-parametric signed-rank regression with adaptive LASSO (Q2661886) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- A likelihood-based approach for cure regression models (Q2666067) (← links)
- Bi-level variable selection in semiparametric transformation models with right-censored data (Q2666992) (← links)
- Searching for minimal optimal neural networks (Q2667597) (← links)
- Modal additive models with data-driven structure identification (Q2668575) (← links)
- Exponential squared loss based robust variable selection of AR models (Q2673830) (← links)
