Double penalized variable selection for high-dimensional partial linear mixed effects models
From MaRDI portal
Cites work
- A coordinate gradient descent method for nonsmooth separable minimization
- An orthogonality-based estimation of moments for linear mixed models
- Bayesian estimation and influence diagnostics of generalized partially linear mixed-effects models for longitudinal data
- Doubly regularized estimation and selection in linear mixed-effects models for high-dimensional longitudinal data
- Efficient robust estimation for single-index mixed effects models with missing observations
- Estimation for high-dimensional linear mixed-effects models using _1-penalization
- Heuristics of instability and stabilization in model selection
- High-dimensional linear mixed model selection by partial correlation
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Joint variable selection for fixed and random effects in linear mixed-effects models
- Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data
- Model selection in linear mixed effect models
- Nearly unbiased variable selection under minimax concave penalty
- Optimal designs for the prediction of mixed effects in linear mixed models
- Random-Effects Models for Longitudinal Data
- Regularization and Variable Selection Via the Elastic Net
- Regularized estimation of large covariance matrices
- Restricted eigenvalue properties for correlated Gaussian designs
- Robust estimation in partial linear mixed model for longitudinal data
- Robust variable selection in semiparametric mixed effects longitudinal data models
- Robustified Maximum Likelihood Estimation in Generalized Partial Linear Mixed Model for Longitudinal Data
- Selecting mixed-effects models based on a generalized information criterion
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Shrinkage tuning parameter selection with a diverging number of parameters
- The Adaptive Lasso and Its Oracle Properties
- Variable selection in linear mixed effects models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variance component testing in semiparametric mixed models
Cited in
(3)
This page was built for publication: Double penalized variable selection for high-dimensional partial linear mixed effects models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6615369)