Model selection via standard error adjusted adaptive Lasso

DOI10.1007/S10463-012-0370-0MaRDI QIDQ1934485zbMATH OpenOpenAlexFDO

Authors Wei Qian, Yuhong Yang

Publication date 28 January 2013

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11299/199689

zbMATH Keywords

variable selectionBICmodel selection consistencysolution path

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

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• On the ``degrees of freedom of the lasso
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• The Adaptive Lasso and Its Oracle Properties
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Unified LASSO Estimation by Least Squares Approximation
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Cited in

(8)

• Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net
• A note on the adaptive Lasso for zero-inflated Poisson regression
• Predictive stability criteria for penalty selection in linear models
• An Interactive Greedy Approach to Group Sparsity in High Dimensions
• Tuning Parameter Selection for the Adaptive Lasso Using ERIC
• Adaptive LASSO model selection in a multiphase quantile regression
• A two-stage sparse logistic regression for optimal gene selection in high-dimensional microarray data classification
• Generalised Rank Regression Estimator with Standard Error Adjusted Lasso

Describes a project that uses

Uses Software

• foba
• glmnet

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