Group exponential penalized estimation in high-dimensional multivariate linear regression
From MaRDI portal
Cites work
- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models
- A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
- A generalized multivariate analysis of variance model useful especially for growth curve problems
- A polynomial algorithm for best-subset selection problem
- A selective review of group selection in high-dimensional models
- An \(\ell_{2,0}\)-norm constrained matrix optimization via extended discrete first-order algorithms
- Applied Multivariate Analysis
- Asymptotics for Lasso-type estimators.
- Best subset selection via a modern optimization lens
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size
- Estimating the dimension of a model
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- Heuristics of instability and stabilization in model selection
- scientific article; zbMATH DE number 1818022 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6162361 (Why is no real title available?)
- Laplace error penalty-based variable selection in high dimension
- Mathematical Statistics
- Model Selection and Estimation in Regression with Grouped Variables
- Multivariate regression shrinkage and selection by canonical correlation analysis
- Nearly unbiased variable selection under minimax concave penalty
- On the adaptive elastic net with a diverging number of parameters
- Pathwise coordinate optimization
- Regularization and Variable Selection Via the Elastic Net
- Some Comments on C P
- Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
- The Adaptive Lasso and Its Oracle Properties
- The group exponential Lasso for bi-level variable selection
- The Mnet method for variable selection
- Two-sample tests for high-dimension, strongly spiked eigenvalue models
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
- Variable selection for high dimensional multivariate outcomes
- Variable selection in multivariate regression models with measurement error in covariates
- Variable selection via combined penalization for high-dimensional data analysis
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Group exponential penalized estimation in high-dimensional multivariate linear regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7349197)