On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
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Cites work
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- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Feature screening via distance correlation learning
- scientific article; zbMATH DE number 1086070 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Input selection and shrinkage in multiresponse linear regression
- Model determination and estimation for the growth curve model via group SCAD penalty
- Model selection for correlated data with diverging number of parameters
- Nonconcave penalized likelihood with a diverging number of parameters.
- On model selection consistency of the elastic net when p n
- Profile-kernel likelihood inference with diverging number of parameters
- Reduced rank ridge regression and its kernel extensions
- Reduced rank stochastic regression with a sparse singular value decomposition
- Regularization and Variable Selection Via the Elastic Net
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- SCAD penalized rank regression with a diverging number of parameters
- SCAD-penalized regression in high-dimensional partially linear models
- Semilinear High-Dimensional Model for Normalization of Microarray Data
- Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Sparse reduced-rank regression with covariance estimation
- Support union recovery in high-dimensional multivariate regression
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
Cited in
(11)- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models
- Variable selection and collinearity processing for multivariate data via row-elastic-net regularization
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression
- On the adaptive elastic net with a diverging number of parameters
- The adaptive gril estimator with a diverging number of parameters
- Adaptive elastic-net selection in a quantile model with diverging number of variable groups
- Variance estimation in high-dimensional linear regression via adaptive elastic-net
- Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces associated with operators
- Simultaneous factors selection and fusion of their levels in penalized logistic regression
- A novel framework for ultra-high-dimensional change points detection
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