Pages that link to "Item:Q2999743"
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The following pages link to Sparse covariance thresholding for high-dimensional variable selection (Q2999743):
Displaying 17 items.
- Prediction in abundant high-dimensional linear regression (Q391850) (← links)
- Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models (Q1704016) (← links)
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (Q1749984) (← links)
- High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
- Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765) (← links)
- Penalized estimation equation for an extended single-index model (Q2397050) (← links)
- Covariance selection by thresholding the sample correlation matrix (Q2438493) (← links)
- High-dimensional graphs and variable selection with the Lasso (Q2500458) (← links)
- Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix (Q2786472) (← links)
- Partial Factor Modeling: Predictor-Dependent Shrinkage for Linear Regression (Q2861812) (← links)
- High-dimensional variable selection with sparse random projections: measurement sparsity and statistical efficiency (Q2896148) (← links)
- Regularizing LASSO: A Consistent Variable Selection Method (Q2950200) (← links)
- Dimension-wise sparse low-rank approximation of a matrix with application to variable selection in high-dimensional integrative analyzes of association (Q5044698) (← links)
- Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation (Q5120677) (← links)
- Generalized Thresholding of Large Covariance Matrices (Q5256116) (← links)
- Structured lasso for regression with matrix covariates (Q5413282) (← links)
- Robust and sparse Gaussian graphical modelling under cell-wise contamination (Q6541453) (← links)
