Pages that link to "Item:Q1848830"

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

Displaying 50 items.

• An interior point method for \(L_{1 / 2}\)-SVM and application to feature selection in classification (Q2336857) (← links)
• Variable selection and estimation for semi-parametric multiple-index models (Q2345120) (← links)
• A penalty approach to differential item functioning in Rasch models (Q2348182) (← links)
• Constructing optimal sparse portfolios using regularization methods (Q2355718) (← links)
• On the impact of model selection on predictor identification and parameter inference (Q2358941) (← links)
• Variable selection in the additive rate model for recurrent event data (Q2359506) (← links)
• Adaptive group bridge estimation for high-dimensional partially linear models (Q2363186) (← links)
• Spike and slab variable selection: frequentist and Bayesian strategies (Q2388355) (← links)
• Simultaneous analysis of Lasso and Dantzig selector (Q2388978) (← links)
• On the adaptive elastic net with a diverging number of parameters (Q2388979) (← links)
• Variable selection for recurrent event data with informative censoring (Q2391908) (← links)
• A note on the asymptotic distribution of lasso estimator for correlated data (Q2392488) (← links)
• AIC for the non-concave penalized likelihood method (Q2414941) (← links)
• Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
• Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data (Q2423185) (← links)
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models (Q2426616) (← links)
• Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators (Q2426826) (← links)
• Support union recovery in high-dimensional multivariate regression (Q2429923) (← links)
• Regression on manifolds: estimation of the exterior derivative (Q2429924) (← links)
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
• Complexity of unconstrained \(L_2 - L_p\) minimization (Q2436652) (← links)
• A superlinearly convergent \(R\)-regularized Newton scheme for variational models with concave sparsity-promoting priors (Q2436684) (← links)
• Learning and estimation applications of an online homotopy algorithm for a generalization of the LASSO (Q2438036) (← links)
• The adaptive L1-penalized LAD regression for partially linear single-index models (Q2454024) (← links)
• On the ``degrees of freedom'' of the lasso (Q2466686) (← links)
• Rodeo: Sparse, greedy nonparametric regression (Q2477052) (← links)
• Mixed-rates asymptotics (Q2477061) (← links)
• High-dimensional graphs and variable selection with the Lasso (Q2500458) (← links)
• Lazy lasso for local regression (Q2512747) (← links)
• Leave-one-out cross-validation is risk consistent for Lasso (Q2512895) (← links)
• Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
• Functional linear regression for functional response via sparse basis selection (Q2515851) (← links)
• CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
• Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
• Exponential squared loss based robust variable selection of AR models (Q2673830) (← links)
• Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression (Q2689601) (← links)
• Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
• Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
• High-dimensional Cox models: the choice of penalty as part of the model building process (Q2786152) (← links)
• Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response (Q2797832) (← links)
• Low Complexity Regularization of Linear Inverse Problems (Q2799919) (← links)
• Bridge estimation for linear regression models with mixing properties (Q2802877) (← links)
• Lasso with convex loss: Model selection consistency and estimation (Q2811411) (← links)
• The adaptive BerHu penalty in robust regression (Q2832013) (← links)
• High-dimensional posterior consistency of the Bayesian lasso (Q2832662) (← links)
• Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector (Q2852551) (← links)
• Variable selection and estimation in generalized linear models with the seamless \(L_0\) penalty (Q2856573) (← links)
• The Adaptive Gril Estimator with a Diverging Number of Parameters (Q2859305) (← links)
• Lasso penalized semiparametric regression on high-dimensional recurrent event data via coordinate descent (Q2862409) (← links)