Adaptive Lasso in high-dimensional settings

DOI10.1080/10485250902984875MaRDI QIDQ3391785zbMATH OpenOpenAlexFDO

Authors Zhengyan Lin, Yanbiao Xiang, Caiya Zhang

Publication date 13 August 2009

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250902984875

zbMATH Keywords

adaptive Lassohigh-dimensional settingoracle property

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Adaptive Lasso for sparse high-dimensional regression models
• Adaptive lasso for generalized linear models with a diverging number of parameters
• The adaptive Lasso in high-dimensional sparse heteroscedastic models
• On the oracle property of adaptive group Lasso in high-dimensional linear models
• Asymptotic properties of adaptive Dantzig selector

Cites work

• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Asymptotics for Lasso-type estimators.
• High-dimensional graphs and variable selection with the Lasso
• Least angle regression. (With discussion)
• Nonconcave penalized likelihood with a diverging number of parameters.
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(27)

• On the distribution of the adaptive LASSO estimator
• A new self-adaptive CQ algorithm with an application to the LASSO problem
• The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
• LASSO for streaming data with adaptative filtering
• Regression with adaptive Lasso and correlation based penalty
• Lasso with long memory regression errors
• Linear trend filtering via adaptive Lasso
• On the oracle property of adaptive group Lasso in high-dimensional linear models
• Lasso regression in sparse linear model with \(\varphi\)-mixing errors
• Adaptive LASSO-type estimation for multivariate diffusion processes
• Asymtotics of Dantzig selector for a general single-index model
• Adaptive Lasso for sparse high-dimensional regression models
• The adaptive Lasso in high-dimensional sparse heteroscedastic models
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
• Adaptive Randomized Coordinate Descent for Sparse Systems: Lasso and Greedy Algorithms
• Adaptive lasso for generalized linear models with a diverging number of parameters
• Square-root Lasso for high-dimensional sparse linear systems with weakly dependent errors
• On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
• Adaptive regularization for Lasso models in the context of nonstationary data streams
• Asymptotic properties of adaptive Dantzig selector
• Adaptive k-class estimation in high-dimensional linear models
• Tuning Parameter Selection for the Adaptive Lasso Using ERIC
• Quasi-likelihood and/or robust estimation in high dimensions
• Improving randomized controlled trial analysis via data-adaptive borrowing
• High dimensional binary choice model with unknown heteroskedasticity or instrumental variables
• On cross-validated Lasso in high dimensions
• \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors

This page was built for publication: Adaptive Lasso in high-dimensional settings

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3391785)