Pages that link to "Item:Q1749984"
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The following pages link to Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (Q1749984):
Displaying 25 items.
- MultiVarSel (Q31343) (← links)
- Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm (Q96604) (← links)
- High-dimensional regression and variable selection using CAR scores (Q118588) (← links)
- Covariance-based variable selection for compositional data (Q500739) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- Variable selection in high-dimensional sparse multiresponse linear regression models (Q779699) (← links)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
- Efficient test-based variable selection for high-dimensional linear models (Q1749977) (← links)
- Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
- Multivariate variable selection by means of null-beamforming (Q2044421) (← links)
- Variable selection and collinearity processing for multivariate data via row-elastic-net regularization (Q2125732) (← links)
- A variable selection approach in the multivariate linear model: an application to LC-MS metabolomics data (Q2324950) (← links)
- Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
- Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix (Q2786472) (← links)
- Variable selection in high-dimensional partly linear additive models (Q3145401) (← links)
- Integrative analysis and variable selection with multiple high-dimensional data sets (Q3165548) (← links)
- Variable selection for high dimensional multivariate outcomes (Q3195164) (← links)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) (Q3405559) (← links)
- (Q4344408) (← links)
- High Dimensional Variable Selection via Tilting (Q4632676) (← links)
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (Q4682716) (← links)
- An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression (Q5066446) (← links)
- Block-Diagonal Covariance Estimation and Application to the Shapley Effects in Sensitivity Analysis (Q5075230) (← links)
- Structured lasso for regression with matrix covariates (Q5413282) (← links)
- (Q5435879) (← links)
