Pages that link to "Item:Q458641"
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The following pages link to Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641):
Displaying 14 items.
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- Double fused Lasso penalized LAD for matrix regression (Q2009580) (← links)
- Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions (Q2039788) (← links)
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size (Q2041755) (← links)
- IPF-LASSO: integrative \(L_1\)-penalized regression with penalty factors for prediction based on multi-omics data (Q2405418) (← links)
- Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models (Q2405929) (← links)
- SLASSO: a scaled LASSO for multicollinear situations (Q3389663) (← links)
- A Model Selection Criterion for High-Dimensional Linear Regression (Q4622233) (← links)
- The revisited knockoffs method for variable selection in <i>L</i><sub>1</sub>-penalized regressions (Q5042150) (← links)
- (Q5149040) (← links)
- Strong Rules for Discarding Predictors in Lasso-Type Problems (Q5743136) (← links)
- Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models (Q6069865) (← links)
- (Q6073210) (← links)
