References in zbMATH (referenced in 36 articles )

Showing results 1 to 20 of 36.
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  1. Bedoui, Adel; Lazar, Nicole A.: Bayesian empirical likelihood for ridge and Lasso regressions (2020)
  2. Zhao, Yaqing; Bondell, Howard: Solution paths for the generalized Lasso with applications to spatially varying coefficients regression (2020)
  3. Piotr Pokarowski, Wojciech Rejchel, Agnieszka Soltys, Michal Frej, Jan Mielniczuk: Improving Lasso for model selection and prediction (2019) arXiv
  4. Felix Pretis; J. Reade; Genaro Sucarrat: Automated General-to-Specific (GETS) Regression Modeling and Indicator Saturation for Outliers and Structural Breaks (2018) not zbMATH
  5. Karl Sjöstrand; Line Clemmensen; Rasmus Larsen; Gudmundur Einarsson; Bjarne Ersbøll: SpaSM: A MATLAB Toolbox for Sparse Statistical Modeling (2018) not zbMATH
  6. Pazira, Hassan; Augugliaro, Luigi; Wit, Ernst: Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter (2018)
  7. Adriano Zambom and Michael Akritas: NonpModelCheck: An R Package for Nonparametric Lack-of-Fit Testing and Variable Selection (2017) not zbMATH
  8. Baumer, Benjamin S.; Kaplan, Daniel T.; Horton, Nicholas J.: Modern data science with R (2017)
  9. Lee, Youngjo; Ronnegård, Lars; Noh, Maengseok: Data analysis using hierarchical generalized linear models with R (2017)
  10. Oelker, Margret-Ruth; Tutz, Gerhard: A uniform framework for the combination of penalties in generalized structured models (2017)
  11. Pilanci, Mert; Wainwright, Martin J.: Newton sketch: a near linear-time optimization algorithm with linear-quadratic convergence (2017)
  12. Alfons, Andreas; Croux, Christophe; Gelper, Sarah: Robust groupwise least angle regression (2016)
  13. Beinrucker, Andre; Dogan, Ürün; Blanchard, Gilles: Extensions of stability selection using subsamples of observations and covariates (2016)
  14. Biau, Gérard; Fischer, Aurélie; Guedj, Benjamin; Malley, James D.: COBRA: a combined regression strategy (2016)
  15. Fallahpour, Saber; Ejaz Ahmed, S.: Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (2014)
  16. Stephan Ritter; Nicholas Jewell; Alan Hubbard: R Package multiPIM: A Causal Inference Approach to Variable Importance Analysis (2014) not zbMATH
  17. Yuan, J.; Wei, G.: An efficient Monte Carlo EM algorithm for Bayesian Lasso (2014)
  18. Alfons, Andreas; Croux, Christophe; Gelper, Sarah: Sparse least trimmed squares regression for analyzing high-dimensional large data sets (2013)
  19. Flynn, Cheryl J.; Hurvich, Clifford M.; Simonoff, Jeffrey S.: Efficiency for regularization parameter selection in penalized likelihood estimation of misspecified models (2013)
  20. Kuhn, Max; Johnson, Kjell: Applied predictive modeling (2013)

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