A weak‐signal‐assisted procedure for variable selection and statistical inference with an informative subsample (Q6076512): Difference between revisions

Latest revision as of 05:02, 3 August 2024

scientific article; zbMATH DE number 7750887

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English	A weak‐signal‐assisted procedure for variable selection and statistical inference with an informative subsample	scientific article; zbMATH DE number 7750887

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scholarly article

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title

A weak‐signal‐assisted procedure for variable selection and statistical inference with an informative subsample (English)

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17 October 2023

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zbMATH Keywords

informative subsample

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pairwise conditional likelihood

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penalization

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post-selection inference

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variable selection

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weak signal

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1111/biom.13346

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cites work

One-Step Huber Estimates in the Linear Model

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A Direct Estimation Approach to Sparse Linear Discriminant Analysis

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The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

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Higher criticism thresholding: Optimal feature selection when useful features are rare and weak

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Estimation and Accuracy After Model Selection

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Post selection shrinkage estimation for high‐dimensional data analysis

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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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Asymptotics for Lasso-type estimators.

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Exact post-selection inference, with application to the Lasso

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Weak signals in high‐dimensional regression: Detection, estimation and prediction

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Regression Analysis Under Non-standard Situations: A Pairwise Pseudolikelihood Approach

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A significance test for the lasso

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A Perturbation Method for Inference on Regularized Regression Estimates

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A general theory of hypothesis tests and confidence regions for sparse high dimensional models

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Weak signal identification and inference in penalized model selection

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Q4864293

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

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Regularization after retention in ultrahigh dimensional linear regression models

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Nearly unbiased variable selection under minimax concave penalty

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Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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Approximate conditional likelihood for generalized linear models with general missing data mechanism

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Penalized pairwise pseudo likelihood for variable selection with nonignorable missing data

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Identifiers

zbMATH Open document ID

1520.62191

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DOI

10.1111/biom.13346

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6076512

@@ Property / cites work @@
+One-Step Huber Estimates in the Linear Model
@@ Property / cites work: One-Step Huber Estimates in the Linear Model / rank @@
+Normal rank
@@ Property / cites work @@
+A Direct Estimation Approach to Sparse Linear Discriminant Analysis
+Normal rank
@@ Property / cites work @@
+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
+Normal rank
@@ Property / cites work @@
+Higher criticism thresholding: Optimal feature selection when useful features are rare and weak
+Normal rank
@@ Property / cites work @@
+Estimation and Accuracy After Model Selection
@@ Property / cites work: Estimation and Accuracy After Model Selection / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Post selection shrinkage estimation for high‐dimensional data analysis
+Normal rank
@@ Property / cites work @@
+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
+Normal rank
@@ Property / cites work @@
+Asymptotics for Lasso-type estimators.
@@ Property / cites work: Asymptotics for Lasso-type estimators. / rank @@
+Normal rank
@@ Property / cites work @@
+Exact post-selection inference, with application to the Lasso
+Normal rank
@@ Property / cites work @@
+Weak signals in high‐dimensional regression: Detection, estimation and prediction
+Normal rank
@@ Property / cites work @@
+Regression Analysis Under Non-standard Situations: A Pairwise Pseudolikelihood Approach
+Normal rank
@@ Property / cites work @@
+A significance test for the lasso
@@ Property / cites work: A significance test for the lasso / rank @@
+Normal rank
@@ Property / cites work @@
+A Perturbation Method for Inference on Regularized Regression Estimates
+Normal rank
@@ Property / cites work @@
+A general theory of hypothesis tests and confidence regions for sparse high dimensional models
+Normal rank
@@ Property / cites work @@
+Weak signal identification and inference in penalized model selection
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+On asymptotically optimal confidence regions and tests for high-dimensional models
+Normal rank
@@ Property / cites work @@
+Regularization after retention in ultrahigh dimensional linear regression models
+Normal rank
@@ Property / cites work @@
+Nearly unbiased variable selection under minimax concave penalty
+Normal rank
@@ Property / cites work @@
+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
+Normal rank
@@ Property / cites work @@
+Approximate conditional likelihood for generalized linear models with general missing data mechanism
+Normal rank
@@ Property / cites work @@
+Penalized pairwise pseudo likelihood for variable selection with nonignorable missing data
+Normal rank