The following pages link to (Q3431917):
Displaying 50 items.
- Flexible and Interpretable Models for Survival Data (Q144105) (← links)
- The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Variable selection in the accelerated failure time model via the bridge method (Q746027) (← links)
- One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- A note on adaptive group Lasso (Q1023903) (← links)
- A sequential test for variable selection in high dimensional complex data (Q1623732) (← links)
- The use of random-effect models for high-dimensional variable selection problems (Q1659014) (← links)
- The dual and degrees of freedom of linearly constrained generalized Lasso (Q1663318) (← links)
- Probing for sparse and fast variable selection with model-based boosting (Q1664500) (← links)
- Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260) (← links)
- On the sensitivity of the Lasso to the number of predictor variables (Q1790389) (← links)
- An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors (Q1927082) (← links)
- \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities (Q1930861) (← links)
- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection (Q1937489) (← links)
- Dimension reduction and variable selection in case control studies via regularized likelihood optimization (Q1952024) (← links)
- Forest Garrote (Q1952025) (← links)
- Robust regression through the Huber's criterion and adaptive lasso penalty (Q1952217) (← links)
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints (Q2008107) (← links)
- Variable selection in functional regression models: a review (Q2062803) (← links)
- Spatially clustered varying coefficient model (Q2079597) (← links)
- Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
- Stability selection for Lasso, ridge and elastic net implemented with AFT models (Q2195264) (← links)
- Regularization-based bootstrap ranking model: identifying healthcare indicators among all level income economies (Q2219428) (← links)
- Variable selection via combined penalization for high-dimensional data analysis (Q2445677) (← links)
- Leave-one-out cross-validation is risk consistent for Lasso (Q2512895) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- Lasso–type and Heuristic Strategies in Model Selection and Forecasting (Q2829651) (← links)
- The loss rank criterion for variable selection in linear regression analysis (Q2911677) (← links)
- (Q3174050) (← links)
- Group variable selection via convex log‐exp‐sum penalty with application to a breast cancer survivor study (Q3465722) (← links)
- DASSO: Connections Between the Dantzig Selector and Lasso (Q3551034) (← links)
- Metamodel construction for sensitivity analysis (Q4606427) (← links)
- Stability Selection (Q4632639) (← links)
- Sequential support vector regression with embedded entropy for SNP selection and disease classification (Q4969772) (← links)
- Two tales of variable selection for high dimensional regression: Screening and model building (Q4969932) (← links)
- Variable Selection With Second-Generation <i>P</i>-Values (Q5050808) (← links)
- Variable selection with group LASSO approach: Application to Cox regression with frailty model (Q5082578) (← links)
- Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity (Q5082770) (← links)
- Post-selection inference of generalized linear models based on the lasso and the elastic net (Q5092702) (← links)
- A real survival analysis application via variable selection methods for Cox's proportional hazards model (Q5123625) (← links)
- (Q5148950) (← links)
- Application of shrinkage estimation in linear regression models with autoregressive errors (Q5222289) (← links)
- Iteration Complexity of a Block Coordinate Gradient Descent Method for Convex Optimization (Q5501228) (← links)
- Strong Rules for Discarding Predictors in Lasso-Type Problems (Q5743136) (← links)
- On the grouped selection and model complexity of the adaptive elastic net (Q5917858) (← links)
