Pages that link to "Item:Q2894024"
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The following pages link to High-dimensional heteroscedastic regression with an application to eQTL data analysis (Q2894024):
Displaying 16 items.
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
- Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits (Q1659500) (← links)
- A provable smoothing approach for high dimensional generalized regression with applications in genomics (Q1684142) (← links)
- High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data (Q2079618) (← links)
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
- Perspective maximum likelihood-type estimation via proximal decomposition (Q2286365) (← links)
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978) (← links)
- Bayesian hidden Markov models for dependent large-scale multiple testing (Q2416747) (← links)
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (Q2816430) (← links)
- Tractable Bayesian Variable Selection: Beyond Normality (Q3121566) (← links)
- Heteroscedastic BART via Multiplicative Regression Trees (Q3391438) (← links)
- Robust Gaussian Graphical Modeling Via <i>l</i><sub>1</sub> Penalization (Q4911945) (← links)
- Model-averaging-based semiparametric modeling for conditional quantile prediction (Q6649847) (← links)
- The spike-and-slab quantile Lasso for robust variable selection in cancer genomics studies (Q6663858) (← links)
