The following pages link to (Q4344408):
Displaying 27 items.
- Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm (Q96604) (← links)
- High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726) (← links)
- Random subspace method for high-dimensional regression with the \texttt{R} package \texttt{regRSM} (Q311298) (← links)
- \(p\)-value model selection criteria for exponential families of increasing dimension (Q464374) (← links)
- Using simulated annealing to optimize the feature selection problem in marketing applications (Q819080) (← links)
- Efficient test-based variable selection for high-dimensional linear models (Q1749977) (← links)
- Covariance components selection in high-dimensional growth curve model with random coefficients (Q2018598) (← links)
- Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions (Q2039788) (← links)
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size (Q2041755) (← links)
- The discovery of mean square error consistency of a ridge estimator (Q2267611) (← links)
- Spike and slab variable selection: frequentist and Bayesian strategies (Q2388355) (← links)
- Model selection strategies for identifying most relevant covariates in homoscedastic linear models (Q2445774) (← links)
- Variable screening in predicting clinical outcome with high-dimensional microarrays (Q2455462) (← links)
- Consistent variable selection in large panels when factors are observable (Q2489495) (← links)
- Consistent linear model selection (Q2489823) (← links)
- Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- Variable selection for linear regression models with random covariates (Q2778037) (← links)
- The loss rank criterion for variable selection in linear regression analysis (Q2911677) (← links)
- (Q3681767) (← links)
- A Model Selection Criterion for High-Dimensional Linear Regression (Q4622233) (← links)
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (Q4682716) (← links)
- Selection of Regression and Autoregression Models with Initial Ordering of Variables (Q4904704) (← links)
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection (Q4962079) (← links)
- Variable selection in the high-dimensional continuous generalized linear model with current status data (Q5128593) (← links)
- Robust and consistent variable selection in high-dimensional generalized linear models (Q5384562) (← links)
- Variable selection in multivariate linear regression with random predictors (Q6112086) (← links)
