Penalized regression models with autoregressive error terms
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Recommendations
- Variable selection in quantile regression when the models have autoregressive errors
- SCAD-penalized regression for varying-coefficient models with autoregressive errors
- Bridge estimation for linear regression models with mixing properties
- Adaptive Lasso for linear regression models with ARMA-GARCH errors
- Application of shrinkage estimation in linear regression models with autoregressive errors
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Statistical View of Some Chemometrics Regression Tools
- Adaptive Lasso for Cox's proportional hazards model
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Asymptotics for Lasso-type estimators.
- Bridge regression: adaptivity and group selection
- Cube root asymptotics
- On the adaptive elastic net with a diverging number of parameters
- Regression Models with Time Series Errors
- Regression coefficient and autoregressive order shrinkage and selection via the lasso
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Sparsity considerations for dependent variables
- Subset selection for vector autoregressive processes using Lasso
- Support vector machines with adaptive \(L_q\) penalty
- The Adaptive Lasso and Its Oracle Properties
- The Bayesian Lasso
- The \(F_{\infty}\)-norm support vector machine
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
Cited in
(25)- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
- Lasso with long memory regression errors
- Application of shrinkage estimation in linear regression models with autoregressive errors
- Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
- Variable selection and estimation for high-dimensional spatial autoregressive models
- Space-time short- to medium-term wind speed forecasting
- Adjusting the penalized term for the regularized regression models
- Selection of ARX models estimated by the penalized weighted least squares method
- Variable selection in multiple functional regression model with autoregressive errors
- Adaptive Lasso for linear regression models with ARMA-GARCH errors
- Asymptotics of the adaptive elastic net estimation for conditional heteroscedastic time series models
- Likelihood-based quantile autoregressive distributed lag models and its applications
- Bridge estimation for linear regression models with mixing properties
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes
- Regularization in dynamic random‐intercepts models for analysis of longitudinal data
- Variable selection in quantile regression when the models have autoregressive errors
- Quantile regression for linear models with autoregressive errors using EM algorithm
- Shrinkage estimation of integer-valued autoregressive processes of order one with covariates
- SCAD-penalized regression for varying-coefficient models with autoregressive errors
- A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals
- Joint detection for functional polynomial regression with autoregressive errors
- Joint conditional quantiles inference of multivariate response regression model with VAR(q) error and its application in evaluating energy efficiency
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
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