Group variable selection and estimation in the Tobit censored response model

DOI10.1016/J.CSDA.2012.10.019MaRDI QIDQ2361224zbMATH OpenOpenAlexFDO

Authors Xianhui Liu, Zhanfeng Wang, Yaohua Wu

Publication date 30 June 2017

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2012.10.019

zbMATH Keywords

asymptotic propertiesgroup Lassoleast absolute deviationpenalty parameter

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Parametric inference under constraints (62F30) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Ridge regression; shrinkage estimators (Lasso) (62J07) Censored data models (62N01) Applications of statistics to economics (62P20)

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Cites work

• A LASSO-type approach to variable selection and estimation for censored regression model
• A note on adaptive group Lasso
• Approximation by randomly weighting method in censored regression model
• Asymptotic normality of LAD estimator in censored regression models
• Change-point estimation for censored regression model
• Consistency ofl₁estimates in censored linear regression models
• Group variable selection for data with dependent structures
• scientific article; zbMATH DE number 51427 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Influence diagnostics in the Tobit censored response model
• Least absolute deviations estimation for the censored regression model
• Least angle regression. (With discussion)
• Model Selection and Estimation in Regression with Grouped Variables
• The Group Lasso for Logistic Regression
• The log-linear group-lasso estimator and its asymptotic properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(8)

• Estimation methods for multivariate Tobit confirmatory factor analysis
• Distribution approximation of shrinkage estimate in censored regression model via randomly weighting method
• Quantile regression with group Lasso for classification
• Group variable selection for relative error regression
• Variable selection and estimation via SCAD-type penalty for censored regression models
• A LASSO-type approach to variable selection and estimation for censored regression model
• Tobit regression model with parameters of increasing dimensions
• Deep tobit model: an integrated framework for high-dimensional censored regression with variable selection

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