Studies of the adaptive network-constrained linear regression and its application

DOI10.1016/J.CSDA.2015.06.008zbMATH Open1468.62217OpenAlexW766853659MaRDI QIDQ1663145FDOQ1663145

Danhui Yi, Hu Yang

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.06.008

zbMATH Keywords

variable selectionsadaptive network penaltyP/E ratio

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• The Adaptive Lasso and Its Oracle Properties
• Least angle regression. (With discussion)
• Coordinate descent algorithms for lasso penalized regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sparsity and Smoothness Via the Fused Lasso
• Regularization and Variable Selection Via the Elastic Net
• Asymptotics for Lasso-type estimators.
• \(L_{1}\) penalized estimation in the Cox proportional hazards model
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• The Group Lasso for Logistic Regression
• An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
• Feature selection guided by structural information

Cited In (1)

• A model-free variable selection method for reducing the number of redundant variables

Uses Software

• ElemStatLearn

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