The following pages link to Regularization in statistics (Q882931):
Displaying 34 items.
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
- An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys (Q296926) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- An entropic estimator for linear inverse problems (Q406071) (← links)
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
- Nonparametric estimation of the anisotropic probability density of mixed variables (Q631611) (← links)
- On the interplay between entropy and robustness of gene regulatory networks (Q653379) (← links)
- Joint adaptive mean-variance regularization and variance stabilization of high dimensional data (Q693237) (← links)
- Prediction-based regularization using data augmented regression (Q746200) (← links)
- Semiparametric detection of significant activation for brain fMRI (Q939660) (← links)
- Qualitative assumptions and regularization in high-dimensional statistics. Abstracts from the workshop held November 5--11, 2006. (Q1046961) (← links)
- Regularization of distributions (Q1273315) (← links)
- Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004) (← links)
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
- Inferring large graphs using \(\ell_1\)-penalized likelihood (Q1704026) (← links)
- Elastic net penalized quantile regression model (Q2020507) (← links)
- Quasi-interpolation for multivariate density estimation on bounded domain (Q2079355) (← links)
- Supervised classification of geometrical objects by integrating currents and functional data analysis (Q2220793) (← links)
- Model-free model-fitting and predictive distributions (Q2392912) (← links)
- Adaptive robust variable selection (Q2448733) (← links)
- Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector (Q2852551) (← links)
- Penalized Independence Rule for Testing High-Dimensional Hypotheses (Q3017854) (← links)
- Distributed modal identification using restricted auto regressive models (Q3102844) (← links)
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
- Optimality and Regularization Properties of Quasi-Interpolation: Deterministic and Stochastic Approaches (Q3303724) (← links)
- A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator (Q5066792) (← links)
- Rapid penalized likelihood-based outlier detection via heteroskedasticity test (Q5106847) (← links)
- Some equivalence relationships of regularized regressions (Q5376067) (← links)
- Introduction to the special issue on sparsity and regularization methods (Q5965302) (← links)
- Bayesian regularization for flexible baseline hazard functions in Cox survival models (Q6088904) (← links)
- Moving force identification based on group Lasso and compressed sensing (Q6538036) (← links)
- Variable selection using \(L_q\) penalties (Q6604398) (← links)
- Investigating the association between late spring Gulf of Mexico sea surface temperatures and U.S. Gulf Coast precipitation extremes with focus on Hurricane Harvey (Q6626133) (← links)
