The following pages link to (Q3174050):
Displaying 50 items.
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Selection by partitioning the solution paths (Q114375) (← links)
- Kernel Knockoffs Selection for Nonparametric Additive Models (Q115586) (← links)
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- Latent variable graphical model selection via convex optimization (Q132216) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Estimator selection in the Gaussian setting (Q141397) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Penalized likelihood regression for generalized linear models with non-quadratic penalties (Q261840) (← links)
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Influence measures and stability for graphical models (Q272066) (← links)
- Bayesian structure learning in sparse Gaussian graphical models (Q273578) (← links)
- High dimensional discrimination analysis via a semiparametric model (Q273705) (← links)
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- An analysis of penalized interaction models (Q282572) (← links)
- Statistical consistency of coefficient-based conditional quantile regression (Q290691) (← links)
- Asymptotic properties of lasso in high-dimensional partially linear models (Q294512) (← links)
- Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
- Joint estimation of precision matrices in heterogeneous populations (Q302425) (← links)
- Finding causative genes from high-dimensional data: an appraisal of statistical and machine learning approaches (Q309421) (← links)
- Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- Variable selection for additive partial linear quantile regression with missing covariates (Q321935) (← links)
- Asymtotics of Dantzig selector for a general single-index model (Q328839) (← links)
- Adaptive bridge estimation for high-dimensional regression models (Q330138) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- Split Bregman algorithms for sparse group lasso with application to MRI reconstruction (Q335981) (← links)
- Strong consistency of Lasso estimators (Q354203) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Multivariate Bernoulli distribution (Q373541) (← links)
- Stability (Q373542) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- On constrained and regularized high-dimensional regression (Q380022) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
