High-dimensional linear model selection motivated by multiple testing
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3624650 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3026527 (Why is no real title available?)
- A general theory of concave regularization for high-dimensional sparse estimation problems
- A stepwise regression method and consistent model selection for highdimensional sparse linear models
- Combined \(\ell_1\) and greedy \(\ell_0\) penalized least squares for linear model selection
- Consistent variable selection in high dimensional regression via multiple testing
- High-dimensional generalized linear models and the lasso
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- High-dimensional regression and variable selection using CAR scores
- High-dimensional variable selection
- Least angle regression. (With discussion)
- On some stepdown procedures with application to consistent variable selection in linear regression
- On the conditions used to prove oracle results for the Lasso
- One-step sparse estimates in nonconcave penalized likelihood models
- Rate minimaxity of the Lasso and Dantzig selector for the \(l_{q}\) loss in \(l_{r}\) balls
- Simultaneous analysis of Lasso and Dantzig selector
- Statistics for high-dimensional data. Methods, theory and applications.
- Strong oracle optimality of folded concave penalized estimation
- The Adaptive Lasso and Its Oracle Properties
- The elements of statistical learning. Data mining, inference, and prediction
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- \(p\)-values for high-dimensional regression
Cited in
(11)- \(p\)-values for high-dimensional regression
- Combined \(\ell_1\) and greedy \(\ell_0\) penalized least squares for linear model selection
- Hypothesis testing for high-dimensional multinomials: a selective review
- Analysis of testing-based forward model selection
- A sequential test for variable selection in high dimensional complex data
- Efficient test-based variable selection for high-dimensional linear models
- Consistent variable selection in high dimensional regression via multiple testing
- Model selection with mixed variables on the Lasso path
- A Model Selection Criterion for High-Dimensional Linear Regression
- Variable selection using stepdown procedures in high-dimensional linear models
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
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