Post high-dimensional shrinkage estimation for sparse generalized linear models
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Cites work
- A new look at the statistical model identification
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Adaptive Lasso for sparse high-dimensional regression models
- Bridge estimation for generalized linear models with a diverging number of parameters
- Estimating the dimension of a model
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Large sample properties of the SCAD-penalized maximum likelihood estimation on high dimen\-sions
- Least angle regression. (With discussion)
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Post selection shrinkage estimation for high-dimensional data analysis
- Regularization and Variable Selection Via the Elastic Net
- Scaled sparse linear regression
- Simultaneous analysis of Lasso and Dantzig selector
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- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
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- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection via penalized minimum -divergence estimation in logistic regression
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