Doubly regularized estimation and selection in linear mixed-effects models for high-dimensional longitudinal data

DOI10.4310/SII.2018.v11.n4.a15MaRDI QIDQ1784735

Yun Li, Ji Zhu, Ling Zhou, Peter X.-K. Song, Sijian Wang, Naisyin Wang

Publication date: 27 September 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

zbMATH Keywords

regularization; variable selection; diverging rate; random-effects selection

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models