The following pages link to (Q4864293):
Displaying 50 items.
- Gradient methods for minimizing composite functions (Q359630) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- The essential ability of sparse reconstruction of different compressive sensing strategies (Q362190) (← links)
- Recovery of high-dimensional sparse signals via \(\ell_1\)-minimization (Q364458) (← links)
- A lasso for hierarchical interactions (Q366961) (← links)
- Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Geometric ergodicity of the Bayesian Lasso (Q367204) (← links)
- A dual estimator as a tool for solving regression problems (Q367221) (← links)
- Variable selection for single-index varying-coefficient model (Q372228) (← links)
- ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals (Q372857) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- The geometry of least squares in the 21st century (Q373539) (← links)
- Multivariate Bernoulli distribution (Q373541) (← links)
- Stability (Q373542) (← links)
- Massively parallel feature selection: an approach based on variance preservation (Q374165) (← links)
- Clustering and feature selection using sparse principal component analysis (Q374668) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- On constrained and regularized high-dimensional regression (Q380022) (← links)
- Learning with coefficient-based regularization and \(\ell^1\)-penalty (Q380980) (← links)
- Radial basis function-sparse partial least squares for application to brain imaging data (Q382626) (← links)
- Multiple suboptimal solutions for prediction rules in gene expression data (Q382664) (← links)
- Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
- Learning a nonlinear dynamical system model of gene regulation: A perturbed steady-state approach (Q386721) (← links)
- Competing process hazard function models for player ratings in ice hockey (Q386737) (← links)
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
- The \(L_1\) penalized LAD estimator for high dimensional linear regression (Q391806) (← links)
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
- Prediction in abundant high-dimensional linear regression (Q391850) (← links)
- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates (Q391867) (← links)
- Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
- Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← links)
- Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
- Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- Discussion of ``Correlated variables in regression: clustering and sparse estimation'' (Q394081) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- Grouping strategies and thresholding for high dimensional linear models (Q394551) (← links)
- Comments on ``Grouping strategies and thresholding for high dimension linear models'' (Q394557) (← links)
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- Feature selection when there are many influential features (Q396025) (← links)
- Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
- Component selection in additive quantile regression models (Q397238) (← links)
