Pages that link to "Item:Q4921673"
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The following pages link to Penalized estimation of high-dimensional models under a generalized sparsity cindition (Q4921673):
Displaying 11 items.
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
- Misparametrization subsets for penalized least squares model selection (Q466060) (← links)
- Nonparametric estimation and inference under shape restrictions (Q2405907) (← links)
- Using penalized likelihood to select parameters in a random coefficients multinomial logit model (Q2658770) (← links)
- Nonparametric inference for additive models estimated via simplified smooth backfitting (Q2679229) (← links)
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- Approximate separability of symmetrically penalized least squares in high dimensions: characterization and consequences (Q3383825) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression (Q6044635) (← links)
- Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity (Q6137725) (← links)
