Group variable selection for data with dependent structures

DOI10.1080/00949655.2010.529812MaRDI QIDQ4913930zbMATH OpenOpenAlexFDO

Authors Lingmin Zeng, jun Xie

Publication date 17 April 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2010.529812

zbMATH Keywords

hard thresholdingleast angle regressionvariable selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Averaged gene expressions for regression
• Least angle regression. (With discussion)
• Regularization and Variable Selection Via the Elastic Net
• Shrinkage and model selection with correlated variables via weighted fusion
• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
• The Adaptive Lasso and Its Oracle Properties
• The sparsity and bias of the LASSO selection in high-dimensional linear regression

Cited in

(15)

• Robust group identification and variable selection in regression
• Graph-induced restricted Boltzmann machines for document modeling
• A variable selection approach in the multivariate linear model: an application to LC-MS metabolomics data
• An extended variable inclusion and shrinkage algorithm for correlated variables
• Group variable selection and estimation in the Tobit censored response model
• Finite mixture of generalized semiparametric models: variable selection via penalized estimation
• Group variable selection for relative error regression
• Grouping Variable Selection by Weight Fused Elastic Net for Multi-Collinear Data
• Meta-analysis based variable selection for gene expression data
• scientific article; zbMATH DE number 1843040 (Why is no real title available?)
• Edge selection for undirected graphs
• Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail
• Group variable selection via SCAD-L₂
• Group variable selection methods and their applications in analysis of genomic data
• A systematic review and evaluation of statistical methods for group variable selection

Describes a project that uses

Uses Software

• OSCAR

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