Variable selection using penalized empirical likelihood (Q763671): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claims
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Yunwen Ren / rank
 
Normal rank
Property / author
 
Property / author: Xin Sheng Zhang / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: ElemStatLearn / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11425-011-4231-8 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2009215228 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4769776 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heuristics of instability and stabilization in model selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discussion: One-step sparse estimates in nonconcave penalized likelihood models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable selection for multivariate failure time data / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least angle regression. (With discussion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable selection for Cox's proportional hazards model and frailty model / rank
 
Normal rank
Property / cites work
 
Property / cites work: New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5491004 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonconcave penalized likelihood with a diverging number of parameters. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3125064 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The risk inflation criterion for multiple regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Statistical View of Some Chemometrics Regression Tools / rank
 
Normal rank
Property / cites work
 
Property / cites work: A decision-theoretic generalization of on-line learning and an application to boosting / rank
 
Normal rank
Property / cites work
 
Property / cites work: The elements of statistical learning. Data mining, inference, and prediction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least angle and \(\ell _{1}\) penalized regression: a review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable selection using MM algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable Selection in Finite Mixture of Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable selection in semiparametric regression modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: A unified approach to model selection and sparse recovery using regularized least squares / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence intervals for a single functional / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence regions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood for linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood and general estimating equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4864293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood based variable selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unified LASSO Estimation by Least Squares Approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tuning parameter selectors for the smoothly clipped absolute deviation method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model Selection and Estimation in Regression with Grouped Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nearly unbiased variable selection under minimax concave penalty / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularization and Variable Selection Via the Elastic Net / rank
 
Normal rank
Property / cites work
 
Property / cites work: One-step sparse estimates in nonconcave penalized likelihood models / rank
 
Normal rank

Latest revision as of 01:33, 5 July 2024

scientific article
Language Label Description Also known as
English
Variable selection using penalized empirical likelihood
scientific article

    Statements

    Variable selection using penalized empirical likelihood (English)
    0 references
    29 March 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    EmBIC
    0 references
    moment restrictions
    0 references
    oracle property
    0 references
    PEL
    0 references
    SCAD
    0 references
    tuning parameters
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references