Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029): Difference between revisions

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-.1016/j.jspi.2016.01.011
@@ Property / DOI: 10.1016/j.jspi.2016.01.011 / rank @@
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@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
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+G08
@@ Property / Mathematics Subject Classification ID: 62G08 / rank @@
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+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
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@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
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@@ Property / zbMATH DE Number @@
+6572461
@@ Property / zbMATH DE Number: 6572461 / rank @@
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@@ Property / zbMATH Keywords @@
+nonnegative adaptive Lasso
@@ Property / zbMATH Keywords: nonnegative adaptive Lasso / rank @@
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+multiplicative updates
@@ Property / zbMATH Keywords: multiplicative updates / rank @@
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@@ Property / zbMATH Keywords @@
+index tracking
@@ Property / zbMATH Keywords: index tracking / rank @@
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+variable selection consistency
@@ Property / zbMATH Keywords: variable selection consistency / rank @@
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+asymptotic unbiasedness
@@ Property / zbMATH Keywords: asymptotic unbiasedness / rank @@
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+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
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@@ Property / MaRDI profile type: Publication / rank @@
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+https://doi.org/10.1016/j.jspi.2016.01.011
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+W2276809835
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@@ Property / cites work @@
+Simultaneous analysis of Lasso and Dantzig selector
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@@ Property / cites work @@
+Better Subset Regression Using the Nonnegative Garrote
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Q3543468
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+Asymptotics for Lasso-type estimators.
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+Sign-constrained least squares estimation for high-dimensional regression
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+High-dimensional graphs and variable selection with the Lasso
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+Multiplicative Updates for Nonnegative Quadratic Programming
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+Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+A note on adaptive group Lasso
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+Nonnegative-Lasso and application in index tracking
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+On the Non-Negative Garrotte Estimator
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+The composite absolute penalties family for grouped and hierarchical variable selection
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+Q3174050
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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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+On the adaptive elastic net with a diverging number of parameters
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@@ Property / DOI @@
+.1016/J.JSPI.2016.01.011
@@ Property / DOI: 10.1016/J.JSPI.2016.01.011 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:274029