scientific article
From MaRDI portal
Publication:3145537
zbMath1253.62024MaRDI QIDQ3145537
Shuangge Ma, Jian Huang, Fengrong Wei
Publication date: 21 December 2012
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/j22n4/J22N43/J22N43.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
penalized regressiongroup selectionminimax concave penaltystructure estimationmodel-pursuit consistency
Related Items (26)
A sure independence screening procedure for ultra-high dimensional partially linear additive models ⋮ Robust structure identification and variable selection in partial linear varying coefficient models ⋮ Partially linear structure identification in generalized additive models with NP-dimensionality ⋮ Variable selection for additive partial linear quantile regression with missing covariates ⋮ Identification for partially linear regression model with autoregressive errors ⋮ M-estimation and model identification based on double SCAD penalization ⋮ Identification for semiparametric varying coefficient partially linear models ⋮ Group variable selection via \(\ell_{p,0}\) regularization and application to optimal scoring ⋮ Variable selection in robust semiparametric modeling for longitudinal data ⋮ Robust partially linear trend filtering for regression estimation and structure discovery ⋮ Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity ⋮ Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data ⋮ Sparse model identification and learning for ultra-high-dimensional additive partially linear models ⋮ Linearity identification for general partial linear single-index models ⋮ Partially linear additive quantile regression in ultra-high dimension ⋮ A selective review of group selection in high-dimensional models ⋮ Flexible and Interpretable Models for Survival Data ⋮ Model identification and selection for single-index varying-coefficient models ⋮ Discovering model structure for partially linear models ⋮ Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data ⋮ Sparse optimization for nonconvex group penalized estimation ⋮ Parametric and semiparametric estimation methods for survival data under a flexible class of models ⋮ Model pursuit and variable selection in the additive accelerated failure time model ⋮ A note on rank reduction in sparse multivariate regression ⋮ Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data ⋮ Model detection and estimation for single-index varying coefficient model
This page was built for publication: