Stable prediction in high-dimensional linear models

DOI10.1007/s11222-016-9694-6zbMath1505.62249OpenAlexW2509595855MaRDI QIDQ2361487

Jun Zhang, Bingqing Lin, Zhen Pang, Qi Hua Wang

Publication date: 30 June 2017

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-016-9694-6

zbMATH Keywords

variable selectionscreeningmodel averagingpenalized regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)

Related Items (6)

MODEL OF MODELS: A NEW PERSPECTIVE TO DEAL WITH MODEL UNCERTAINTY ⋮ Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction ⋮ Stable feature screening for ultrahigh dimensional data ⋮ Jackknife model averaging prediction methods for complex phenotypes with gene expression levels by integrating external pathway information ⋮ Pruning variable selection ensembles ⋮ Taylor quasi-likelihood for limited generalized linear models

Uses Software

• R

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