Variable Selection With Second-Generation P-Values (Q5050808)

scientific article; zbMATH DE number 7619666

Language	Label	Description	Also known as
English	Variable Selection With Second-Generation <i>P</i>-Values	scientific article; zbMATH DE number 7619666

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instance of

scholarly article

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title

Variable Selection With Second-Generation P-Values (English)

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DOI

10.1080/00031305.2021.1946150

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The American Statistician

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publication date

18 November 2022

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full work available at URL

https://arxiv.org/abs/2012.07941

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Mathematics Subject Classification ID

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Lasso

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penalized regression

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second-generation $p$-values

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variable selection

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describes a project that uses

qut

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rms

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MaRDI profile type

MaRDI publication profile

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OpenAlex ID

W3177496675

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cites work

An Introduction to Second-Generation p-Values

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SLOPE-adaptive variable selection via convex optimization

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Q5491004

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Sure Independence Screening for Ultrahigh Dimensional Feature Space

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Nonconcave Penalized Likelihood With NP-Dimensionality

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Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space

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Tuning Parameter Selection in High Dimensional Penalized Likelihood

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Quantile universal threshold

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Regression modeling strategies. With applications to linear models, logistic regression, and survival analysis

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Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons

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Variable selection – A review and recommendations for the practicing statistician

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Effective degrees of freedom: a flawed metaphor

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When does more regularization imply fewer degrees of freedom? Sufficient conditions and counterexamples

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Asymptotics for Lasso-type estimators.

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Q3431917

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Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima

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Relaxed Lasso

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High-dimensional graphs and variable selection with the Lasso

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Lasso-type recovery of sparse representations for high-dimensional data

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To explain or to predict?

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Outcome‐adaptive lasso: Variable selection for causal inference

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Hard thresholding regression

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Q4864293

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The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)

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Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting

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Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

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Forward Regression for Ultra-High Dimensional Variable Screening

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Calibrating nonconvex penalized regression in ultra-high dimension

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Which bridge estimator is the best for variable selection?

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High-dimensional variable selection

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Regularization after retention in ultrahigh dimensional linear regression models

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Nearly unbiased variable selection under minimax concave penalty

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Some sharp performance bounds for least squares regression with $L_1$ regularization

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Q3174050

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High Dimensional Thresholded Regression and Shrinkage Effect

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The Adaptive Lasso and Its Oracle Properties

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Sitelinks

Mathematics(1 entry)

mardi Publication:5050808

Variable Selection With Second-Generation <i>P</i>-Values (Q5050808)

Statements

Sitelinks

Mathematics(1 entry)