The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769): Difference between revisions

Latest revision as of 15:48, 31 July 2024

scientific article; zbMATH DE number 7659651

Language	Label	Description	Also known as
English	The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models	scientific article; zbMATH DE number 7659651

Statements

instance of

scholarly article

0 references

title

The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (English)

0 references

0 references

0 references

0 references

6 March 2023

0 references

zbMATH Keywords

desparsified lasso

0 references

focused information criterion

0 references

generalized linear models

0 references

high-dimensional asymptotics

0 references

nodewise regression

0 references

robust estimation

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/02331888.2022.2154769

0 references

cites work

Q4864293

0 references

Asymptotics for Lasso-type estimators.

0 references

High-dimensional generalized linear models and the lasso

0 references

A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)

0 references

Statistics for high-dimensional data. Methods, theory and applications.

0 references

Nonconcave Penalized Likelihood With NP-Dimensionality

0 references

Robust and consistent variable selection in high-dimensional generalized linear models

0 references

Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima

0 references

Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators

0 references

Detangling robustness in high dimensions: composite versus model-averaged estimation

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

MODEL SELECTION AND INFERENCE: FACTS AND FICTION

0 references

Sparse estimators and the oracle property, or the return of Hodges' estimator

0 references

Frequentist Model Average Estimators

0 references

Valid post-selection inference

0 references

Valid post-selection inference in model-free linear regression

0 references

On asymptotically optimal confidence regions and tests for high-dimensional models

0 references

Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

0 references

Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

0 references

Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015

0 references

The de-biased group Lasso estimation for varying coefficient models

0 references

The Influence Curve and Its Role in Robust Estimation

0 references

Robust Estimation of a Location Parameter

0 references

Q3723487

0 references

Robust Statistics

0 references

Robust covariance and scatter matrix estimation under Huber's contamination model

0 references

Robust Estimation via Robust Gradient Estimation

0 references

Adaptive Huber Regression

0 references

Q5004044

0 references

Robust estimation via generalized quasi-gradients

0 references

The Focused Information Criterion

0 references

CHALLENGES FOR ECONOMETRIC MODEL SELECTION

0 references

Model Selection and Model Averaging

0 references

PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS

0 references

ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION

0 references

Focused information criterion and model averaging for generalized additive partial linear models

0 references

Model averaging for M-estimation

0 references

The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities

0 references

The focussed information criterion for generalised linear regression models for time series

0 references

The focused information criterion for logistic time series regression models under locally biased estimating functions

0 references

A High‐dimensional Focused Information Criterion

0 references

Q3716094

0 references

Von Mises calculus for statistical functionals

0 references

Influence functions for penalized M-estimators

0 references

On the conditions used to prove oracle results for the Lasso

0 references

Q2896143

0 references

Q3174050

0 references

Robust Inference for Generalized Linear Models

0 references

On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates

0 references

Regularization and Variable Selection Via the Elastic Net

0 references

Robust and efficient estimation by minimising a density power divergence

0 references

An asymptotic theory for model selection inference in general semiparametric problems

0 references

Identifiers

DOI

10.1080/02331888.2022.2154769

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5880769

@@ Property / full work available at URL @@
+https://doi.org/10.1080/02331888.2022.2154769
+Normal rank
@@ Property / OpenAlex ID @@
+W4311134123
@@ Property / OpenAlex ID: W4311134123 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for Lasso-type estimators.
@@ Property / cites work: Asymptotics for Lasso-type estimators. / rank @@
+Normal rank
@@ Property / cites work @@
+High-dimensional generalized linear models and the lasso
+Normal rank
@@ Property / cites work @@
+A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
+Normal rank
@@ Property / cites work @@
+Statistics for high-dimensional data. Methods, theory and applications.
+Normal rank
@@ Property / cites work @@
+Nonconcave Penalized Likelihood With NP-Dimensionality
+Normal rank
@@ Property / cites work @@
+Robust and consistent variable selection in high-dimensional generalized linear models
+Normal rank
@@ Property / cites work @@
+Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
+Normal rank
@@ Property / cites work @@
+Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
+Normal rank
@@ Property / cites work @@
+Detangling robustness in high dimensions: composite versus model-averaged estimation
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
@@ Property / cites work: MODEL SELECTION AND INFERENCE: FACTS AND FICTION / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse estimators and the oracle property, or the return of Hodges' estimator
+Normal rank
@@ Property / cites work @@
+Frequentist Model Average Estimators
@@ Property / cites work: Frequentist Model Average Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Valid post-selection inference
@@ Property / cites work: Valid post-selection inference / rank @@
+Normal rank
@@ Property / cites work @@
+Valid post-selection inference in model-free linear regression
+Normal rank
@@ Property / cites work @@
+On asymptotically optimal confidence regions and tests for high-dimensional models
+Normal rank
@@ Property / cites work @@
+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
+Normal rank
@@ Property / cites work @@
+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
+Normal rank
@@ Property / cites work @@
+Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015
+Normal rank
@@ Property / cites work @@
+The de-biased group Lasso estimation for varying coefficient models
+Normal rank
@@ Property / cites work @@
+The Influence Curve and Its Role in Robust Estimation
+Normal rank
@@ Property / cites work @@
+Robust Estimation of a Location Parameter
@@ Property / cites work: Robust Estimation of a Location Parameter / rank @@
+Normal rank
@@ Property / cites work @@
+Q3723487
@@ Property / cites work: Q3723487 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Robust covariance and scatter matrix estimation under Huber's contamination model
+Normal rank
@@ Property / cites work @@
+Robust Estimation via Robust Gradient Estimation
@@ Property / cites work: Robust Estimation via Robust Gradient Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Huber Regression
@@ Property / cites work: Adaptive Huber Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q5004044
@@ Property / cites work: Q5004044 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust estimation via generalized quasi-gradients
@@ Property / cites work: Robust estimation via generalized quasi-gradients / rank @@
+Normal rank
@@ Property / cites work @@
+The Focused Information Criterion
@@ Property / cites work: The Focused Information Criterion / rank @@
+Normal rank
@@ Property / cites work @@
+CHALLENGES FOR ECONOMETRIC MODEL SELECTION
@@ Property / cites work: CHALLENGES FOR ECONOMETRIC MODEL SELECTION / rank @@
+Normal rank
@@ Property / cites work @@
+Model Selection and Model Averaging
@@ Property / cites work: Model Selection and Model Averaging / rank @@
+Normal rank
@@ Property / cites work @@
+PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
+Normal rank
@@ Property / cites work @@
+ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION
+Normal rank
@@ Property / cites work @@
+Focused information criterion and model averaging for generalized additive partial linear models
+Normal rank
@@ Property / cites work @@
+Model averaging for M-estimation
@@ Property / cites work: Model averaging for M-estimation / rank @@
+Normal rank
@@ Property / cites work @@
+The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
+Normal rank
@@ Property / cites work @@
+The focussed information criterion for generalised linear regression models for time series
+Normal rank
@@ Property / cites work @@
+The focused information criterion for logistic time series regression models under locally biased estimating functions
+Normal rank
@@ Property / cites work @@
+A High‐dimensional Focused Information Criterion
+Normal rank
@@ Property / cites work @@
+Q3716094
@@ Property / cites work: Q3716094 / rank @@
+Normal rank
@@ Property / cites work @@
+Von Mises calculus for statistical functionals
@@ Property / cites work: Von Mises calculus for statistical functionals / rank @@
+Normal rank
@@ Property / cites work @@
+Influence functions for penalized M-estimators
@@ Property / cites work: Influence functions for penalized M-estimators / rank @@
+Normal rank
@@ Property / cites work @@
+On the conditions used to prove oracle results for the Lasso
+Normal rank
@@ Property / cites work @@
+Q2896143
@@ Property / cites work: Q2896143 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3174050
@@ Property / cites work: Q3174050 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Inference for Generalized Linear Models
@@ Property / cites work: Robust Inference for Generalized Linear Models / rank @@
+Normal rank
@@ Property / cites work @@
+On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
+Normal rank
@@ Property / cites work @@
+Regularization and Variable Selection Via the Elastic Net
+Normal rank
@@ Property / cites work @@
+Robust and efficient estimation by minimising a density power divergence
+Normal rank
@@ Property / cites work @@
+An asymptotic theory for model selection inference in general semiparametric problems
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5880769