Studies of the adaptive network-constrained linear regression and its application
DOI10.1016/J.CSDA.2015.06.008zbMATH Open1468.62217OpenAlexW766853659MaRDI QIDQ1663145FDOQ1663145
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
Recommendations
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
- Feature screening for network autoregression model
- Network exploration via the adaptive LASSO and SCAD penalties
- Feature selection guided by structural information
- Bayesian constrained variable selection
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
- 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
- Title not available (Why is that?)
- Sparsity and Smoothness Via the Fused Lasso
- Regularization and Variable Selection Via the Elastic Net
- Title not available (Why is that?)
- 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)
Uses Software
This page was built for publication: Studies of the adaptive network-constrained linear regression and its application
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1663145)
