Model selection procedure for high‐dimensional data

DOI10.1002/SAM.10088MaRDI QIDQ4969736zbMATH OpenOpenAlexWikidataFDO

Authors Yongli Zhang, Xiaotong Shen

Publication date 14 October 2020

Published in Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc2992390

zbMATH Keywords

information criterionlarge \(p\) but small \(n\)model selectionpower marketRIC

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites work

• Adaptive Model Selection
• Calibration and empirical Bayes variable selection
• Estimating the dimension of a model
• Extended Bayesian information criteria for model selection with large model spaces
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• Least angle regression. (With discussion)
• Model selection: a Lagrange optimization approach
• On the ``degrees of freedom of the lasso
• The Covariance Inflation Criterion for Adaptive Model Selection
• The risk inflation criterion for multiple regression

Cited in

(11)

• Consistent tuning parameter selection in high-dimensional group-penalized regression
• Influence Diagnostics for High-Dimensional Lasso Regression
• Identifying Latent Structures in Restricted Latent Class Models
• A Model Selection Criterion for High-Dimensional Linear Regression
• Forward-backward selection with early dropping
• A study on tuning parameter selection for the high-dimensional lasso
• Online updating of information based model selection in the big data setting
• Model selection properties of forward selection and sequential cross‐validation for high‐dimensional regression
• Model Selection of Generalized Estimating Equation With Divergent Model Size
• Estimation of l₀ norm penalized models: a statistical treatment
• Fast variable selection under _0 regularization in high-dimensions

Describes a project that uses

Uses Software

• ARC

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