Variance estimation in high-dimensional linear regression via adaptive elastic-net

DOI10.3934/JIMO.2023094MaRDI QIDQ6065189

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Publication date: 11 December 2023

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

zbMATH Keywords

variance estimationhigh-dimensional regressionnatural adaptive elastic-net

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Research data for problems pertaining to numerical analysis (65-11)

Cites Work

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• Simultaneous analysis of Lasso and Dantzig selector
• On the adaptive elastic net with a diverging number of parameters
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Adaptive robust variable selection
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Variance estimation in high-dimensional linear models
• Scaled sparse linear regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• First-Order Methods in Optimization
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
• Estimation of error variance via ridge regression

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