Pages that link to "Item:Q5743258"

The following pages link to High Dimensional Thresholded Regression and Shrinkage Effect (Q5743258):

Displaying 29 items.

• On constrained and regularized high-dimensional regression (Q380022) (← links)
• Penalized least squares estimation with weakly dependent data (Q525888) (← links)
• On oracle inequalities related to data-driven hard thresholding (Q718892) (← links)
• Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
• Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models (Q1643796) (← links)
• Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
• An effective procedure for feature subset selection in logistic regression based on information criteria (Q2044566) (← links)
• High-dimensional linear regression with hard thresholding regularization: theory and algorithm (Q2097492) (← links)
• An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series (Q2282827) (← links)
• Accelerated iterative hard thresholding algorithm for \(l_0\) regularized regression problem (Q2307753) (← links)
• Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (Q2816430) (← links)
• (Q4558508) (← links)
• Hard thresholding regression (Q4629285) (← links)
• Nonsparse Learning with Latent Variables (Q4994162) (← links)
• (Q4998944) (← links)
• Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes (Q5037796) (← links)
• Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail (Q5041338) (← links)
• Variable Selection With Second-Generation <i>P</i>-Values (Q5050808) (← links)
• <i>L</i>₀-Regularized Learning for High-Dimensional Additive Hazards Regression (Q5058017) (← links)
• Threshold single index regression model from high-dimensional data (Q5064179) (← links)
• Principal varying coefficient estimator for high-dimensional models (Q5205848) (← links)
• (Q5214193) (← links)
• Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity (Q5348469) (← links)
• High-dimensional statistical inference via DATE (Q5875199) (← links)
• Neural network for a class of sparse optimization with \(L_0\)-regularization (Q6077003) (← links)
• <i>L</i> ₀ -regularization for high-dimensional regression with corrupted data (Q6082450) (← links)
• Communication-efficient estimation for distributed subset selection (Q6089198) (← links)
• Accelerated smoothing hard thresholding algorithms for \(\ell_0\) regularized nonsmooth convex regression problem (Q6111359) (← links)
• Sparse regularization with the ℓ0 norm (Q6166163) (← links)