Pages that link to "Item:Q147375"

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

Displaying 50 items.

• Penalty, post pretest and shrinkage strategies in a partially linear model (Q5042183) (← links)
• Regression modelling of interval censored data based on the adaptive ridge procedure (Q5044646) (← links)
• A robust and efficient variable selection method for linear regression (Q5044675) (← links)
• Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data (Q5050427) (← links)
• Variable Selection of Interval-Censored Failure Time Data (Q5050428) (← links)
• Variable Selection With Second-Generation <i>P</i>-Values (Q5050808) (← links)
• Improvement on LASSO-type estimator in nonparametric regression (Q5051335) (← links)
• (Q5053169) (← links)
• Sparse local influence analysis (Q5055113) (← links)
• Bayesian reciprocal LASSO quantile regression (Q5055140) (← links)
• Modified adaptive group lasso for high-dimensional varying coefficient models (Q5055141) (← links)
• Improved Estimation of High-dimensional Additive Models Using Subspace Learning (Q5057096) (← links)
• Data Integration with Oracle Use of External Information from Heterogeneous Populations (Q5057225) (← links)
• Variable Selection with Multiply-Imputed Datasets: Choosing Between Stacked and Grouped Methods (Q5057238) (← links)
• High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks (Q5060495) (← links)
• Sparse reduced-rank regression for multivariate varying-coefficient models (Q5065249) (← links)
• Bayesian bootstrap adaptive lasso estimators of regression models (Q5065281) (← links)
• Robust functional coefficient selection for the single-index varying coefficients regression model (Q5065282) (← links)
• Graph-Assisted Inverse Regression for Count Data and Its Application to Sequencing Data (Q5065992) (← links)
• A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models (Q5066001) (← links)
• Joint Estimation of the Two-Level Gaussian Graphical Models Across Multiple Classes (Q5066004) (← links)
• Estimating Truncated Functional Linear Models With a Nested Group Bridge Approach (Q5066008) (← links)
• Sparse Single Index Models for Multivariate Responses (Q5066421) (← links)
• Model Interpretation Through Lower-Dimensional Posterior Summarization (Q5066426) (← links)
• Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles (Q5066436) (← links)
• Penalized Quantile Regression for Distributed Big Data Using the Slack Variable Representation (Q5066441) (← links)
• Scalable Algorithms for Large Competing Risks Data (Q5066454) (← links)
• Least-Square Approximation for a Distributed System (Q5066485) (← links)
• Performance Assessment of High-dimensional Variable Identification (Q5066768) (← links)
• Time-Varying Mixture Copula Models with Copula Selection (Q5066788) (← links)
• A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator (Q5066792) (← links)
• Liu-type shrinkage estimations in linear models (Q5072993) (← links)
• The Noise Collector for sparse recovery in high dimensions (Q5073060) (← links)
• A polynomial algorithm for best-subset selection problem (Q5073242) (← links)
• M-estimation and model identification based on double SCAD penalization (Q5075480) (← links)
• Oracle model selection for correlated data via residuals (Q5076884) (← links)
• Optimal regression parameter-specific shrinkage by plug-in estimation (Q5077520) (← links)
• A novel approach to estimate the Cox model with temporal covariates and application to medical cost data (Q5077523) (← links)
• Adaptive elastic net-penalized quantile regression for variable selection (Q5077881) (← links)
• Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters (Q5078507) (← links)
• Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models (Q5079021) (← links)
• Estimation and variable selection for a class of quantile regression models with multiple index (Q5079029) (← links)
• Coordinate optimization for generalized fused Lasso (Q5079187) (← links)
• Variable selection for spatial autoregressive models (Q5079480) (← links)
• A Greedy Algorithm for Sparse Precision Matrix Approximation (Q5079528) (← links)
• Gaussian copula based composite quantile regression in semivarying models with longitudinal data (Q5079845) (← links)
• A new robust model-free feature screening method for ultra-high dimensional right censored data (Q5079904) (← links)
• Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates (Q5079906) (← links)
• A penalized approach to mixed model selection via cross-validation (Q5079956) (← links)
• Weighted composite quantile regression with censoring indicators missing at random (Q5079994) (← links)