Pages that link to "Item:Q2448733"

The following pages link to Adaptive robust variable selection (Q2448733):

Displaying 50 items.

• Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
• Robust variable selection with application to quality of life research (Q261561) (← links)
• Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
• Characterization of the equivalence of robustification and regularization in linear and matrix regression (Q723995) (← links)
• The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
• Variable selection in high-dimensional linear model with possibly asymmetric errors (Q829750) (← links)
• Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
• \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
• Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968) (← links)
• Model selection consistency of Lasso for empirical data (Q1624086) (← links)
• Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
• Robust shrinkage estimation and selection for functional multiple linear model through LAD loss (Q1659013) (← links)
• Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
• Quantile regression for additive coefficient models in high dimensions (Q1686242) (← links)
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
• High dimensional censored quantile regression (Q1747740) (← links)
• Iterative reweighted methods for \(\ell _1-\ell _p\) minimization (Q1753073) (← links)
• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
• Robust network-based analysis of the associations between (epi)genetic measurements (Q1795573) (← links)
• Elastic net penalized quantile regression model (Q2020507) (← links)
• Double fused Lasso regularized regression with both matrix and vector valued predictors (Q2044365) (← links)
• Scale calibration for high-dimensional robust regression (Q2074316) (← links)
• Group penalized quantile regression (Q2082458) (← links)
• Distributed optimization and statistical learning for large-scale penalized expectile regression (Q2131987) (← links)
• Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
• The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data (Q2154953) (← links)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses (Q2189749) (← links)
• Robust low-rank multiple kernel learning with compound regularization (Q2239908) (← links)
• Changepoint detection by the quantile Lasso method (Q2301226) (← links)
• Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
• A smoothing iterative method for quantile regression with nonconvex \(\ell_p\) penalty (Q2358473) (← links)
• Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
• Variable selection and structure identification for varying coefficient Cox models (Q2404416) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)
• Adaptive robust variable selection (Q2448733) (← links)
• Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
• High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
• Improved estimation method for high dimension semimartingale regression models based on discrete data (Q2676878) (← links)
• Tractable Bayesian Variable Selection: Beyond Normality (Q3121566) (← links)
• Adaptive Huber Regression (Q3304852) (← links)
• Oracle Estimation of a Change Point in High-Dimensional Quantile Regression (Q4559700) (← links)
• Variable selection in expectile regression (Q4563484) (← links)
• Robust adaptive Lasso for variable selection (Q4975172) (← links)
• (Q4998957) (← links)
• (Q4999080) (← links)
• Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data (Q5037835) (← links)
• Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data (Q5040521) (← links)
• Penalized Quantile Regression for Distributed Big Data Using the Slack Variable Representation (Q5066441) (← links)