Sparse group variable selection based on quantile hierarchical Lasso (Q5128673): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: \(\ell_1\)-penalized quantile regression in high-dimensional sparse models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Better Subset Regression Using the Nonnegative Garrote / 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: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties / 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: Q2905104 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272837 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of bridge estimators in sparse high-dimensional regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A group bridge approach for variable selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics for Lasso-type estimators. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3413299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3074777 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4864293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Shrinkage Tuning Parameter Selection with a Diverging number of Parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hierarchically penalized Cox regression with grouped variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5323642 / 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: Group variable selection via a hierarchical lasso and its oracle property / rank
 
Normal rank
Property / cites work
 
Property / cites work: The composite absolute penalties family for grouped and hierarchical variable selection / 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: Composite quantile regression and the oracle model selection theory / rank
 
Normal rank

Latest revision as of 22:08, 23 July 2024

scientific article; zbMATH DE number 7267795
Language Label Description Also known as
English
Sparse group variable selection based on quantile hierarchical Lasso
scientific article; zbMATH DE number 7267795

    Statements

    Sparse group variable selection based on quantile hierarchical Lasso (English)
    0 references
    0 references
    0 references
    0 references
    28 October 2020
    0 references
    quantile regression
    0 references
    group variable selection
    0 references
    hierarchical Lasso
    0 references
    adaptive Lasso
    0 references
    oracle property
    0 references
    varying coefficient model
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers