The following pages link to (Q3074777):
Displaying 50 items.
- Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
- Tobit regression model with parameters of increasing dimensions (Q342736) (← links)
- Variable selection for single-index varying-coefficient model (Q372228) (← links)
- M-estimation for the partially linear regression model under monotonic constraints (Q385097) (← links)
- Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
- M-estimation in high-dimensional linear model (Q824747) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864) (← links)
- Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
- Generalized F-test for high dimensional regression coefficients of partially linear models (Q1697682) (← links)
- Modified SCAD penalty for constrained variable selection problems (Q1731229) (← links)
- Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates (Q1757687) (← links)
- LAD variable selection for linear models with randomly censored data (Q1936296) (← links)
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets (Q1951528) (← links)
- Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
- Gini correlation for feature screening (Q2046243) (← links)
- Robust Lasso and its applications in healthcare data (Q2087104) (← links)
- Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
- Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
- A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates (Q2208404) (← links)
- Dynamic tilted current correlation for high dimensional variable screening (Q2222224) (← links)
- Variable selection for fixed effects varying coefficient models (Q2256573) (← links)
- Robust feature screening for elliptical copula regression model (Q2274965) (← links)
- Variable selection for covariate adjusted regression model (Q2341591) (← links)
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
- Robust estimation for partially linear models with large-dimensional covariates (Q2441137) (← links)
- High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
- Model averaging for M-estimation (Q4559360) (← links)
- A relative error-based estimation with an increasing number of parameters (Q4638695) (← links)
- Robust variable selection via penalized MT-estimator in generalized linear models (Q5039831) (← links)
- M-estimation and model identification based on double SCAD penalization (Q5075480) (← links)
- Sparsity identification for high-dimensional partially linear model with measurement error (Q5085031) (← links)
- Robust variable selection based on the random quantile LASSO (Q5086334) (← links)
- Robustness and Tractability for Non-convex M-estimators (Q5089446) (← links)
- Sparse group variable selection based on quantile hierarchical Lasso (Q5128673) (← links)
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data (Q5220801) (← links)
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)
- Nonconcave penalized M-estimation for the least absolute relative errors model (Q5875313) (← links)
- Statistical inference for nonignorable missing-data problems: a selective review (Q5879962) (← links)
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection (Q6066203) (← links)
- Robust optimal estimation of location from discretely sampled functional data (Q6073410) (← links)
- Distributed penalized modal regression for massive data (Q6076832) (← links)
- Semiparametric time series regression modeling with a diverging number of parameters (Q6089164) (← links)
