Pages that link to "Item:Q4690960"
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The following pages link to Error Variance Estimation in Ultrahigh-Dimensional Additive Models (Q4690960):
Displaying 15 items.
- A multivariate ultrastructural errors-in-variables model with equation error (Q618162) (← links)
- Variable selection for partially linear models via Bayesian subset modeling with diffusing prior (Q2022563) (← links)
- Reproducible learning in large-scale graphical models (Q2078577) (← links)
- Revisiting feature selection for linear models with FDR and power guarantees (Q2111958) (← links)
- RCV-based error density estimation in the ultrahigh dimensional additive model (Q2133638) (← links)
- Ultrahigh dimensional precision matrix estimation via refitted cross validation (Q2295804) (← links)
- Model-Free Feature Screening and FDR Control With Knockoff Features (Q5881096) (← links)
- Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems (Q5881153) (← links)
- Frequentist Model Averaging for the Nonparametric Additive Model (Q6039882) (← links)
- Threshold Selection in Feature Screening for Error Rate Control (Q6077570) (← links)
- Feature Screening with Latent Responses (Q6079779) (← links)
- Ultrahigh dimensional single index model estimation via refitted cross-validation (Q6571752) (← links)
- Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data (Q6617794) (← links)
- Efficient functional Lasso kernel smoothing for high-dimensional additive regression (Q6621545) (← links)
- Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline (Q6625806) (← links)
