Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603)

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English	Parametric and semiparametric reduced-rank regression with flexible sparsity	scientific article

Statements

scholarly article

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Parametric and semiparametric reduced-rank regression with flexible sparsity (English)

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Journal of Multivariate Analysis

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publication date

24 March 2015

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zbMATH Keywords

additive models

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oracle inequality

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reduced-rank regression

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sparse group lasso

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmva.2015.01.013

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Least squares after model selection in high-dimensional sparse models

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Incremental proximal methods for large scale convex optimization

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Simultaneous analysis of Lasso and Dantzig selector

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Optimal selection of reduced rank estimators of high-dimensional matrices

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Joint variable and rank selection for parsimonious estimation of high-dimensional matrices

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Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition

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Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection

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Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Nonconcave penalized likelihood with a diverging number of parameters.

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Pathwise coordinate optimization

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Variable selection in nonparametric additive models

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Reduced-rank regression for the multivariate linear model

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Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion

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On the degrees of freedom of reduced-rank estimators in multivariate regression

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Estimation of (near) low-rank matrices with noise and high-dimensional scaling

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Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer

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Surface estimation, variable selection, and the nonparametric oracle property

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Coordinate descent algorithms for lasso penalized regression

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Model Selection and Estimation in Regression with Grouped Variables

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On the Non-Negative Garrotte Estimator

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Nearly unbiased variable selection under minimax concave penalty

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Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models

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The sparsity and bias of the LASSO selection in high-dimensional linear regression

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The Adaptive Lasso and Its Oracle Properties

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Identifiers

zbMATH Open document ID

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10.1016/j.jmva.2015.01.013

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2018603

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