Robust group non-convex estimations for high-dimensional partially linear models (Q2811266): Difference between revisions

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-Guo-Liang Tian
@@ Property / author: Guo-Liang Tian / rank @@
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+Guo-Liang Tian
@@ Property / author: Guo-Liang Tian / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/10485252.2015.1112009
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@@ Property / OpenAlex ID @@
+W2281076069
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@@ Property / cites work @@
+Sparse least trimmed squares regression for analyzing high-dimensional large data sets
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+Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
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+Robust estimates in generalized partially linear models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nonconcave Penalized Likelihood With NP-Dimensionality
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+Robust nonnegative garrote variable selection in linear regression
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+Variable selection in high-dimensional partially linear additive models for composite quantile regression
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+A group bridge approach for variable selection
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+Robust Linear Model Selection Based on Least Angle Regression
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+Smoothly Clipped Absolute Deviation on High Dimensions
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+Variable Selection for Partially Linear Models With Measurement Errors
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+Asymptotics with increasing dimension for robust regression with applications to the bootstrap
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+The Group Lasso for Logistic Regression
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+High-dimensional graphs and variable selection with the Lasso
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+Penalized least-squares estimation for regression coefficients in high-dimensional partially linear models
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+Automatic model selection for partially linear models
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+Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
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+Spline Functions
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+Additive regression and other nonparametric models
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+High-dimensional generalized linear models and the lasso
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+Bridge Estimators in the Partially Linear Model with High Dimensionality
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+Robust Variable Selection With Exponential Squared Loss
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+Group selection in high-dimensional partially linear additive models
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+Consistent group selection in high-dimensional linear regression
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+SCAD-penalized regression in high-dimensional partially linear models
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+Model Selection and Estimation in Regression with Grouped Variables
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+Nearly unbiased variable selection under minimax concave penalty
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+The composite absolute penalties family for grouped and hierarchical variable selection
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+Local asymptotics for regression splines and confidence regions
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+Robust estimation for partially linear models with large-dimensional covariates
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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@@ links / mardi / name / links / mardi / name @@
+Publication:2811266