Enmsp: an elastic-net multi-step screening procedure for high-dimensional regression (Q6494423)

scientific article; zbMATH DE number 7840064

Language	Label	Description	Also known as
English	Enmsp: an elastic-net multi-step screening procedure for high-dimensional regression	scientific article; zbMATH DE number 7840064

Statements

instance of

scholarly article

0 references

title

Enmsp: an elastic-net multi-step screening procedure for high-dimensional regression (English)

0 references

0 references

0 references

0 references

Statistics and Computing

0 references

publication date

30 April 2024

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Statistical significance in high-dimensional linear models

0 references

Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm

0 references

The Dantzig selector: statistical estimation when $p$ is much larger than $n$. (With discussions and rejoinder).

0 references

High Dimensional Variable Selection via Tilting

0 references

Broken adaptive ridge regression and its asymptotic properties

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Nonconcave Penalized Likelihood With NP-Dimensionality

0 references

Strong oracle optimality of folded concave penalized estimation

0 references

Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory

0 references

Optimality of Graphlet Screening in High Dimensional Variable Selection

0 references

$\ell_1$ Trend Filtering

0 references

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

0 references

Q2896143

0 references

The Spike-and-Slab LASSO

0 references

Q4864293

0 references

Model Selection and Estimation in Regression with Grouped Variables

0 references

Nearly unbiased variable selection under minimax concave penalty

0 references

Q2896066

0 references

Q3174050

0 references

The Adaptive Lasso and Its Oracle Properties

0 references

Regularization and Variable Selection Via the Elastic Net

0 references

One-step sparse estimates in nonconcave penalized likelihood models

0 references

On the adaptive elastic net with a diverging number of parameters

0 references

Identifiers

DOI

10.1007/s11222-024-10394-9

0 references

Mathematics Subject Classification ID

62-08

0 references

zbMATH DE Number

7840064

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6494423