Sparse structure selection and estimation
From MaRDI portal
Publication:5085927
DOI10.1080/03610918.2017.1408824OpenAlexW2772294641MaRDI QIDQ5085927
Publication date: 30 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2017.1408824
Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Nonparametric estimation (62G05)
Cites Work
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Variable selection in nonparametric additive models
- A practical guide to splines
- Least angle regression. (With discussion)
- Functional sparsity: global versus local
- A group bridge approach for variable selection
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Jackknife Empirical Likelihood Test for Equality of Two High Dimensional Means
- Regularization and Variable Selection Via the Elastic Net
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Sparse structure selection and estimation