Pages that link to "Item:Q359867"
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The following pages link to The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867):
Displaying 20 items.
- Orthogonal one step greedy procedure for heteroscedastic linear models (Q254223) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- The adaptive LASSO spline estimation of single-index model (Q328835) (← links)
- Adaptive robust estimation in sparse vector model (Q820801) (← links)
- Variable selection in high-dimensional linear model with possibly asymmetric errors (Q829750) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- Model selection via standard error adjusted adaptive Lasso (Q1934485) (← links)
- Adaptive variable selection in nonparametric sparse additive models (Q2396347) (← links)
- D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
- Correcting for unknown errors in sparse high-dimensional function approximation (Q2424851) (← links)
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (Q2816430) (← links)
- Adaptive LASSO-type estimation for multivariate diffusion processes (Q2909250) (← links)
- A study of error variance estimation in Lasso regression (Q3465093) (← links)
- Adaptive regularization for Lasso models in the context of nonstationary data streams (Q4970431) (← links)
- Robust adaptive Lasso for variable selection (Q4975172) (← links)
- The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
- (Q5091892) (← links)
