Pages that link to "Item:Q5396725"
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The following pages link to Group Lasso estimation of high-dimensional covariance matrices (Q5396725):
Displaying 7 items.
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
- Estimation of covariance functions by a fully data-driven model selection procedure and its application to Kriging spatial interpolation of real rainfall data (Q520392) (← links)
- Adaptive covariance estimation with model selection (Q1935400) (← links)
- On the asymptotic properties of the group lasso estimator for linear models (Q1951765) (← links)
- Overlapping group lasso for high-dimensional generalized linear models (Q5076945) (← links)
- Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design (Q5378142) (← links)
- Direct covariance matrix estimation with compositional data (Q6546437) (← links)
