The following pages link to (Q4921683):
Displaying 50 items.
- Bayesian variable selection with shrinking and diffusing priors (Q118687) (← links)
- Empirical likelihood test for high-dimensional two-sample model (Q313106) (← links)
- Promote sign consistency in the joint estimation of precision matrices (Q830115) (← links)
- Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968) (← links)
- Variable selection via generalized SELO-penalized linear regression models (Q1640691) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
- Moment convergence of regularized least-squares estimator for linear regression model (Q1680803) (← links)
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
- Variable selection via generalized SELO-penalized Cox regression models (Q1738526) (← links)
- Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction (Q2011726) (← links)
- Inferring a consensus problem list using penalized multistage models for ordered data (Q2044280) (← links)
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables (Q2057845) (← links)
- Variable selection for case-cohort studies with informatively interval-censored outcomes (Q2143007) (← links)
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
- Relevant parameter changes in structural break models (Q2190210) (← links)
- Structured analysis of the high-dimensional FMR model (Q2291318) (← links)
- ESL-SELO: a robust image denoising algorithm with penalty (Q2401786) (← links)
- AIC for the non-concave penalized likelihood method (Q2414941) (← links)
- Simultaneous estimation and variable selection for incomplete event history studies (Q2418523) (← links)
- Graph structured sparse subset selection (Q2662712) (← links)
- Iterative smooth \(L_{1/2}\) algorithm for variable selection (Q2823525) (← links)
- Variable selection and estimation for multivariate panel count data via the seamless-\(L_0\) penalty (Q2851574) (← links)
- Variable selection and estimation in generalized linear models with the seamless \(L_0\) penalty (Q2856573) (← links)
- Simultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge Regression (Q3304848) (← links)
- An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions (Q4960646) (← links)
- The revisited knockoffs method for variable selection in <i>L</i><sub>1</sub>-penalized regressions (Q5042150) (← links)
- Variable Selection of Interval-Censored Failure Time Data (Q5050428) (← links)
- Penalized variable selection procedure for Cox proportional hazards model via seamless-$\boldsymbol{L_0}$ penalty (Q5063960) (← links)
- Robust variable selection based on the random quantile LASSO (Q5086334) (← links)
- Modeling Pregnancy Outcomes Through Sequentially Nested Regression Models (Q5885087) (← links)
- Simultaneous variable selection and estimation for joint models of longitudinal and failure time data with interval censoring (Q6055538) (← links)
- Variable Selection for Interval‐censored Failure Time Data (Q6067573) (← links)
- Variables selection using \(\mathcal{L}_0\) penalty (Q6071717) (← links)
- Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables (Q6080821) (← links)
- Sparse regression for low-dimensional time-dynamic varying coefficient models with application to air quality data (Q6107664) (← links)
- A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach (Q6164715) (← links)
- Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model (Q6541110) (← links)
- The sparse estimation of the semiparametric linear transformation model with dependent current status data (Q6547181) (← links)
- The adaptive LASSO regression and empirical mode decomposition algorithm for enhancing modelling accuracy (Q6552975) (← links)
- Variable selection in proportional odds model with informatively interval-censored data (Q6579430) (← links)
- Group variable selection for the Cox model with interval-censored failure time data (Q6589252) (← links)
- Simultaneous variable selection and estimation for survival data via the Gaussian seamless-\(L_0\) penalty (Q6618442) (← links)
- Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model (Q6626344) (← links)
- A conditional approach for regression analysis of case \(K\) interval-censored failure time data with informative censoring (Q6626712) (← links)
- Variable selection for high-dimensional partly linear additive Cox model with application to Alzheimer's disease (Q6627590) (← links)
- Integrative sparse partial least squares (Q6627770) (← links)
- Adaptive deep learning for nonlinear time series models (Q6632604) (← links)
