Adaptive Lasso for measurement error models

DOI10.1360/N012013-00066MaRDI QIDQ5017990zbMATH OpenOpenAlexFDO

Authors Feng Li, Yujie Gai, Yiqiang Lu

Publication date 17 December 2021

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/n012013-00066

zbMATH Keywords

adaptive Lassoasymptotic distributionmeasurement errorpartially linear modelsvariable selection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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(9)

• Regularized estimation for the least absolute relative error models with a diverging number of covariates
• Model selection via standard error adjusted adaptive Lasso
• Variable selection for partially linear models via adaptive LASSO
• Model selection in validation sampling: an asymptotic likelihood-based LASSO approach
• Lasso-type estimation for covariate-adjusted linear model
• Tuning Parameter Selection for the Adaptive Lasso Using ERIC
• Adaptive-Lasso analysis for number of urban fires and meteorological factors
• Adaptive LASSO for varying-coefficient partially linear measurement error models
• Measurement error in Lasso: impact and likelihood bias correction

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