The following pages link to (Q3405561):
Displaying 50 items.
- Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
- Robust reduced-rank modeling via rank regression (Q338394) (← links)
- Rank-based inference for the single-index model (Q419168) (← links)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- Focused information criterion and model averaging with generalized rank regression (Q504445) (← links)
- Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression (Q684061) (← links)
- Variable selection for spatial autoregressive models with a diverging number of parameters (Q779691) (← links)
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty (Q904101) (← links)
- Robust and efficient estimation with weighted composite quantile regression (Q1619607) (← links)
- Adjusting the penalized term for the regularized regression models (Q1636735) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- Sparse principal component regression with adaptive loading (Q1663268) (← links)
- A weighted Wilcoxon estimate for the covariate-specific ROC curve (Q1701258) (← links)
- Conjugate priors and variable selection for Bayesian quantile regression (Q1800091) (← links)
- Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
- Rank-based shrinkage estimation for identification in semiparametric additive models (Q2010793) (← links)
- Variable selection and collinearity processing for multivariate data via row-elastic-net regularization (Q2125732) (← links)
- Rank method for partial functional linear regression models (Q2131991) (← links)
- Robust distributed estimation and variable selection for massive datasets via rank regression (Q2135513) (← links)
- Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
- Rank-based test for partial functional linear regression models (Q2220433) (← links)
- Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
- Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
- Double penalized semi-parametric signed-rank regression with adaptive LASSO (Q2661886) (← links)
- Rank-based group variable selection (Q2832016) (← links)
- Resampling-based efficient shrinkage method for non-smooth minimands (Q2863046) (← links)
- (Q4012360) (← links)
- Statistical inference on asymptotic properties of two estimators for the partially linear single-index models (Q4559349) (← links)
- Rank theory approach to ridge, LASSO, preliminary test and Stein‐type estimators: A comparative study (Q4960941) (← links)
- Nonparametric homogeneity pursuit in functional-coefficient models (Q5023851) (← links)
- A robust and efficient variable selection method for linear regression (Q5044675) (← links)
- Two-stage local rank estimation for generalised partially linear varying-coefficient models (Q5051323) (← links)
- Rank-based estimation in varying coefficient partially functional linear regression models (Q5079225) (← links)
- Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present (Q5093219) (← links)
- Generalized signed-rank estimation and selection for the functional linear model (Q5095835) (← links)
- Robust estimation and selection for single-index regression model (Q5107397) (← links)
- Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso (Q5107441) (← links)
- The Broken Adaptive Ridge Procedure and Its Applications (Q5109933) (← links)
- A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
- Quickly variable selection for varying coefficient models with missing response at random (Q5160177) (← links)
- Efficient Penalized Estimation for Linear Regression Model (Q5265841) (← links)
- Robust Signed-Rank Variable Selection in Linear Regression (Q5280257) (← links)
- Generalised Rank Regression Estimator with Standard Error Adjusted Lasso (Q5361194) (← links)
- Partial correlation screening for varying coefficient models (Q5855708) (← links)
- Variable-dependent partial dimension reduction (Q6051849) (← links)
- High-dimensional robust inference for censored linear models (Q6131291) (← links)
- A semi-parametric approach to feature selection in high-dimensional linear regression models (Q6177013) (← links)
- Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
