High-dimensional heteroscedastic regression with an application to eQTL data analysis
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Cites work
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Correcting Inhomogeneity of Variance with Power Transformation Weighting
- Diagnostics for heteroscedasticity in regression
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least angle regression. (With discussion)
- Numerical Optimization
- On the ``degrees of freedom of the lasso
- Outlier detection using nonconvex penalized regression
- Pathwise coordinate optimization
- Robust estimation in heteroscedastic linear models
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Effect of Estimating Weights in Weighted Least Squares
- The elements of statistical learning. Data mining, inference, and prediction
- Variable selection in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(21)- A general family of trimmed estimators for robust high-dimensional data analysis
- Expectile regression for analyzing heteroscedasticity in high dimension
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
- A provable smoothing approach for high dimensional generalized regression with applications in genomics
- High-dimensional robust approximated M-estimators for mean regression with asymmetric data
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity
- Perspective maximum likelihood-type estimation via proximal decomposition
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors
- Bayesian hidden Markov models for dependent large-scale multiple testing
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Tractable Bayesian variable selection: beyond normality
- Heteroscedastic BART via Multiplicative Regression Trees
- Robust Gaussian graphical modeling via \(l_{1}\) penalization
- Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit
- Model-averaging-based semiparametric modeling for conditional quantile prediction
- The spike-and-slab quantile Lasso for robust variable selection in cancer genomics studies
- Variable Selection for High-Dimensional Heteroscedastic Regression and Its Applications
- Bayesian variable selection and estimation based on asymmetric squared loss in high dimensions
- Quantifying predictive uncertainty of aphasia severity in stroke patients with sparse heteroscedastic Bayesian high-dimensional regression
- Semiparametric expectile regression for high-dimensional heavy-tailed and heterogeneous data
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