Pages that link to "Item:Q1951796"
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The following pages link to Selection of variables and dimension reduction in high-dimensional non-parametric regression (Q1951796):
Displaying 24 items.
- High-dimensional regression and variable selection using CAR scores (Q118588) (← links)
- Learning sparse gradients for variable selection and dimension reduction (Q439003) (← links)
- Minimal conditions for consistent variable selection in high dimension (Q533994) (← links)
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- Statistical inference in sparse high-dimensional additive models (Q820814) (← links)
- High-dimensional variable selection (Q834336) (← links)
- Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property (Q900793) (← links)
- Simultaneous dimension reduction and variable selection in modeling high dimensional data (Q1654282) (← links)
- Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality (Q1737706) (← links)
- Variable selection with Hamming loss (Q1800786) (← links)
- Variable selection consistency of Gaussian process regression (Q2054515) (← links)
- Adaptive estimation of multivariate piecewise polynomials and bounded variation functions by optimal decision trees (Q2054517) (← links)
- GRID: a variable selection and structure discovery method for high dimensional nonparametric regression (Q2196249) (← links)
- Statistical inference in compound functional models (Q2447291) (← links)
- Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix (Q2786472) (← links)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) (Q3405559) (← links)
- (Q4344530) (← links)
- Improvement on LASSO-type estimator in nonparametric regression (Q5051335) (← links)
- Variable selection in heteroscedastic single-index quantile regression (Q5075471) (← links)
- Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) (← links)
- Variable selection for sparse high-dimensional nonlinear regression models by combining nonnegative garrote and sure independence screening (Q5248920) (← links)
- Variable Selection and Identification of High-Dimensional Nonparametric Additive Nonlinear Systems (Q5280410) (← links)
- A semi-parametric approach to feature selection in high-dimensional linear regression models (Q6177013) (← links)
- High-dimensional local linear regression under sparsity and convex losses (Q6200896) (← links)
