Keywords: 62F12; 62F15; 62J07; Heavy tail; High-dimensional data; Posterior consistency; Shrinkage estimation; Sparsity; Variable selection;
مقالات ISI (ترجمه نشده)
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Keywords: 62J05; 62J07; Feature selection; Grouping effect; L0-penalized regression; Oracle estimator; Sparsity recovery;
Keywords: 62H12; 62J07; 62F12; High-dimensional covariance matrix estimation; Lasso; Multivariate linear model; Variable selection;
Keywords: Dimension reduction; PCA; Text mining; Exponential family; 62H25; 62-09; 62J07; 68T50;
Keywords: Adaptive group lasso; Additive model; Parametric guided estimation; Parametric model discovery; Spline smoothing; 62G08; 62J07;
Keywords: 15A04; 15A18; 62J07; 62G07; Ill-conditioned; Measurement error; Ridge regression estimators; Semiparametric regression;
Keywords: Covariance matrix estimation; High-dimensional asymptotics; MarÄenko-Pastur equation; Random matrix theory; Spectrum estimation; Two-sample problem; 62H12; 60B20; 62J07;
Effective identification and estimation for the semiparametric measurement error model
Keywords: primary; 62F10; secondary; 62J07; Finite difference; Measurement error; Oracle property; SCAD penalty; Variable selection;
Keywords: 62J07; 62H12; De-sparsifying; Graphical Lasso; Irrepresentable condition; Lasso; Oracle rates; Sub-direction;
Keywords: 62J07; 62J05Multicollinearity; Mixed predictor; Stochastic restricted ridge predictor; Mean square error
Keywords: 62H12; 62J07; 62H99Extended growth curve model; Grouped data; Krylov space; PLS; Two-step method
Keywords: 62J02; 62J07; 62F12Nonlinear regression; High-dimensional data; Single index model; Sparsity; Regularization
Keywords: 62J07; 62F30Maximum likelihood estimator; Prediction; Random-effect models; Sparsity; Variable selection
Keywords: 62J07; 62F03; Bias; Dominance; Elliptically contoured distribution; James and Stein estimator; Liu estimator; Preliminary test; Risk function; Shrinkage estimation;
Keywords: 62J05; 62J07; 90C05; Multicollinearity; Ridge regression; Inequality constrained least squares estimator; Inequality constrained ridge regression estimator; Lemke algorithm;
An RKHS-based approach to double-penalized regression in high-dimensional partially linear models
Keywords: 62G08; 62G20; 62F12; 62J07; Eigen-analysis; High-dimensional data; Oracle property; Partially linear model; Representer theorem; Reproducing kernel Hilbert space; Sacks-Ylvisaker conditions; SCAD (smoothly clipped absolute deviation) penalty;
Principal components regression and r-k class predictions in linear mixed models
Keywords: 62J07; 62J05; Multicollinearity; Henderson's predictor; Ridge predictor; Principal components regression predictor; Linear mixed model;
Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
Keywords: primary; 62J07; secondary; 60J65; Cramer-Rao bound; Stein phenomenon; Malliavin calculus; Cox model;
Tuning parameter selection for the adaptive LASSO in the autoregressive model
Keywords: 62H99; 62J07; Autoregressive model; Bayesian information criterion; Least absolute shrinkage and selection operator; Penalized estimation; Subset selection;
Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
Keywords: primary; 62J07; secondary; 62F35; WLAD-SCAD; Robust regularization; Oracle property; Variable selection;
Generalized information criterion for the AR model
Keywords: 62M10; 62J07; Adaptive LASSO; Autoregressive model; Generalized information criterion; Subset selection; Sunspot numbers;
Bayesian regularized quantile structural equation models
Keywords: 62H25; 62F15; 62J07; Bayesian Lasso; Markov chain Monte Carlo methods; Quantile regression; Structural equation model;
A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale
Keywords: 62C15; 62J07; Admissibility; Stein's unbiased risk estimate; Generalized Bayes;
Regularized partially functional quantile regression
Keywords: 62G08; 62H25; 62J07; Functional data; Penalization; Principal components; Quantile regression;
James-Stein estimation problem for a multivariate normal random matrix and an improved estimator
Keywords: primary; 62H12; secondary; 62J07; 62C15; Admissibility; James-Stein estimator; James-Stein estimation problem; Lost function; Minimaxity; Multivariate linear model; Shrinkage estimator;
Efficient minimum distance estimator for quantile regression fixed effects panel data
Keywords: 62F12; 62J07; 62G35Minimum distance; Quantile regression; Panel data; Fixed effects
Optimal generalized ridge estimator under the generalized cross-validation criterion in linear regression
Keywords: 62J05; 62J07; 15A04; 15A09; Linear regression; Generalized ridge estimator; Linearized ridge estimator; Generalized cross-validation criterion; Hadamard product; Derivative of a vector;
Parametric bootstrap methods for bias correction in linear mixed models
Keywords: 62F40; 62J07; 62F12; 62F15Best linear unbiased predictor; Confidence interval; Empirical Bayes procedure; Fay–Herriot model; Second-order correction; Linear mixed model; Maximum likelihood estimator; Mean squared error; Nested error regression model; Para
Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
Keywords: primary; 62C20; 62J07; secondary; 62J05;
Surrogate models in ill-conditioned systems
Keywords: Ill-conditioned models; Ridge regression: properties; Anomalies; Surrogate models; Marques of orthogonality; Asymptotics; 62J07; 62J20;
Nonlinear regression modeling via the lasso-type regularization
Keywords: Basis expansion; Bayes approach; Information criterion; Lasso; Nonlinear regression; Regularization62G08; 62J07
Concentration reversals in ridge regression
Keywords: 62J07; 62J20;
Preliminary test estimators and phi-divergence measures in generalized linear models with binary data
Keywords: 62J12; 62J07; 62F12; 62F30ϕϕ-divergence measures; Minimum ϕϕ-divergence estimator; ϕϕ-divergence statistics; Preliminary test estimator; Contiguous alternative hypotheses; Asymptotic bias; Asymptotic quadratic risk
Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses
Keywords: primary 62H12; secondary 62F10; 62J07; Common mean; Stein's loss; Stein-Haff identity; Two-sample problem; Elliptically contoured distribution;
A note on smoothing parameter selection for penalized spline smoothing
Keywords: 62G08; 62G20; 62J07; Linear Mixed Model; P-spline smoothing; REML estimate; Smoothing; Smoothing parameter selection;