Asymptotics for Lasso-type estimators.

DOI10.1214/AOS/1015957397zbMATH Open1105.62357OpenAlexW1968694834MaRDI QIDQ1848830FDOQ1848830

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1015957397

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Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited In (only showing first 100 items - show all)

Shrinkage estimation of dynamic panel data models with interactive fixed effects
Globally adaptive quantile regression with ultra-high dimensional data
Robust and sparse estimators for linear regression models
Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models
Penalized least squares approximation methods and their applications to stochastic processes
Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
Constructing optimal sparse portfolios using regularization methods
Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications
A Note on Prediction Error with Collinearity
Robust error density estimation in ultrahigh dimensional sparse linear model
A multivariate adaptive stochastic search method for dimensionality reduction in classification
Mixed-rates asymptotics
Alternating direction method of multipliers for a class of nonconvex and nonsmooth problems with applications to background/foreground extraction
Comparison of lasso type estimators for high-dimensional data
Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
On the distribution, model selection properties and uniqueness of the Lasso estimator in low and high dimensions
Statistics with set-valued functions: applications to inverse approximate optimization
The discovery of mean square error consistency of a ridge estimator
Broken adaptive ridge regression and its asymptotic properties
Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
Penalty methods for a class of non-Lipschitz optimization problems
Low complexity regularization of linear inverse problems
Penalised robust estimators for sparse and high-dimensional linear models
Theoretical properties of the overlapping groups Lasso
Constrained estimation using penalization and MCMC
Nonlinear GCV and quasi-GCV for shrinkage models
Variable selection for recurrent event data with informative censoring
Sparse system identification for stochastic systems with general observation sequences
Likelihood adaptively modified penalties
Leave-one-out cross-validation is risk consistent for Lasso
Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects
Comparing two samples by penalized logistic regression
Bayesian bridge regression
Functional linear regression for functional response via sparse basis selection
Peaceman-Rachford splitting for a class of nonconvex optimization problems
Mixed Lasso estimator for stochastic restricted regression models
Selection of tuning parameters in bridge regression models via Bayesian information criterion
Asymptotics for argmin processes: convexity arguments
SICA for Cox's proportional hazards model with a diverging number of parameters
Shrinkage estimation of varying covariate effects based on quantile regression
Lasso-type estimation for covariate-adjusted linear model
Dimension reduction based linear surrogate variable approach for model free variable selection
On a generalization of the test of endogeneity in a two stage least squares estimation
A sparse eigen-decomposition estimation in semiparametric regression
Feature selection guided by structural information
The quantile process under random censoring
SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
Greedy forward regression for variable screening
Variable selection for recurrent event data via nonconcave penalized estimating function
Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso
Semiparametric model building for regression models with time-varying parameters
Robust adaptive Lasso for variable selection
Shrinkage estimation of the linear model with spatial interaction
B spline variable selection for the single index models
Shrinkage and model selection with correlated variables via weighted fusion
Penalized expectile regression: an alternative to penalized quantile regression
Robust Wasserstein profile inference and applications to machine learning
APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection
Sparsity with sign-coherent groups of variables via the cooperative-Lasso
LASSO-TYPE GMM ESTIMATOR
Regression on manifolds: estimation of the exterior derivative
Lazy lasso for local regression
Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector
Asymptotic properties of the residual bootstrap for lasso estimators
Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model
Data analysis in supersaturated designs.
Adaptive Lasso in high-dimensional settings
Model selection approaches for non-linear system identification: a review
Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models
Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data
Bayesian regularized regression based on composite quantile method
Penalized regression models with autoregressive error terms
A note on the asymptotic distribution of lasso estimator for correlated data
Non-convex penalized estimation in high-dimensional models with single-index structure
Inference for single-index quantile regression models with profile optimization
Oracle properties of SCAD-penalized support vector machine
LASSO and shrinkage estimation in Weibull censored regression models
Sparse group variable selection based on quantile hierarchical Lasso
Quadratic approximation on SCAD penalized estimation
Nearly-singular design in GMM and generalized empirical likelihood estimators
Rank-based estimation in the \(\ell_1\)-regularized partly linear model for censored outcomes with application to integrated analyses of clinical predictors and gene expression data
On Lasso for censored data
Simultaneous estimation and variable selection in median regression using Lasso-type penalty
``Preconditioning for feature selection and regression in high-dimensional problems
Subset selection for vector autoregressive processes via adaptive Lasso
The use of vector bootstrapping to improve variable selection precision in Lasso models
CUE with many weak instruments and nearly singular design
Thresholding least-squares inference in high-dimensional regression models
Regularization and variable selection for infinite variance autoregressive models
On latent process models in multi-dimensional space
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A new perspective on least squares under convex constraint
On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
On the grouped selection and model complexity of the adaptive elastic net
AIC for the Lasso in generalized linear models
P-splines quantile regression estimation in varying coefficient models
SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
Bridge Estimators in the Partially Linear Model with High Dimensionality

Uses Software

PDCO

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