Bridge Estimators in the Partially Linear Model with High Dimensionality
From MaRDI portal
Recommendations
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Quasi-likelihood bridge estimators for high-dimensional generalized linear models
- Bridge estimation for generalized linear models with a diverging number of parameters
- Bridge estimation for linear regression models with mixing properties
- Adaptive bridge estimation for high-dimensional regression models
- Adaptive group bridge estimation for high-dimensional partially linear models
- The partial linear model in high dimensions
- Bridge estimators and the adaptive Lasso under heteroscedasticity
- Regularized bridge-type estimation with multiple penalties
Cites work
- A Statistical View of Some Chemometrics Regression Tools
- A unified approach to model selection and sparse recovery using regularized least squares
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Asymptotics for Lasso-type estimators.
- Convergence rates for parametric components in a partly linear model
- Convergence rates for partially splined models
- DASSO: Connections Between the Dantzig Selector and Lasso
- Direct estimation of low-dimensional components in additive models.
- Estimating the dimension of a model
- Heuristics of instability and stabilization in model selection
- Ideal spatial adaptation by wavelet shrinkage
- On the adaptive elastic net with a diverging number of parameters
- SCAD-penalized regression in high-dimensional partially linear models
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(18)- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
- Bridge estimation for generalized linear models with a diverging number of parameters
- Regularized bridge-type estimation with multiple penalties
- Adaptive group bridge estimation for high-dimensional partially linear models
- Restricted profile estimation for partially linear models with large-dimensional covariates
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Bridge estimation for linear regression models with mixing properties
- Robust group non-convex estimations for high-dimensional partially linear models
- scientific article; zbMATH DE number 6831816 (Why is no real title available?)
- Quasi-likelihood bridge estimators for high-dimensional generalized linear models
- Identification for semiparametric varying coefficient partially linear models
- Partial consistency with sparse incidental parameters
- Oracle efficient variable selection in random and fixed effects panel data models
- Variable selection for partially varying coefficient model based on modal regression under high dimensional data
- Variable selection in the high-dimensional continuous generalized linear model with current status data
- The partial linear model in high dimensions
- Penalized least-squares estimation for regression coefficients in high-dimensional partially linear models
- Sparse bridge estimation with a diverging number of parameters
This page was built for publication: Bridge Estimators in the Partially Linear Model with High Dimensionality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2892634)
