Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata

DOI10.1080/07474946.2011.619092MaRDI QIDQ5894437zbMATH OpenOpenAlexFDO

Authors Ching-Kang Ing, Tze Leung Lai

Publication date 28 December 2011

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2011.619092

zbMATH Keywords

fixed-width confidence intervalhigh-dimensional information criterionorthogonal greedy algorithmsparsitysure screening propertytwo-stage procedure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Parametric tolerance and confidence regions (62F25) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Sequential statistical analysis (62L10)

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Cites work

• Boosting for high-dimensional linear models
• Boosting With theL₂Loss
• Extended Bayesian information criteria for model selection with large model spaces
• Greed is Good: Algorithmic Results for Sparse Approximation
• Ideal spatial adaptation by wavelet shrinkage
• Least angle regression. (With discussion)
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Regularization parameter selections via generalized information criterion
• Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
• Weak greedy algorithms

Cited in

(5)

• Two-stage procedures for high-dimensional data
• Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata
• Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata
• Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata
• Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata

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