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)

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
A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm
Adaptive bridge estimation for high-dimensional regression models
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
Variable selection in a class of single-index models
A two-stage penalized least squares method for constructing large systems of structural equations
Variable Selection in Semiparametric Linear Regression with Censored Data
Strong consistency of Lasso estimators
Sparse high-dimensional fractional-norm support vector machine via DC programming
Support vector machines with adaptive \(L_q\) penalty
Oracle efficient variable selection in random and fixed effects panel data models
Adaptive GMM shrinkage estimation with consistent moment selection
Rodeo: Sparse, greedy nonparametric regression
Adaptive lasso for generalized linear models with a diverging number of parameters
Support union recovery in high-dimensional multivariate regression
The Doubly Adaptive LASSO for Vector Autoregressive Models
Bridge estimation for generalized linear models with a diverging number of parameters
Variable selection and estimation in generalized linear models with the seamless \(L_0\) penalty
Bridge regression: adaptivity and group selection
Semiparametric efficiency bounds for high-dimensional models
Elastic-net regularization in learning theory
Estimating spatial covariance using penalised likelihood with weightedL₁penalty
Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
The adaptive L1-penalized LAD regression for partially linear single-index models
Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
Least angle regression. (With discussion)
A regularization-based adaptive test for high-dimensional GLMs
High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
On stepwise pattern recovery of the fused Lasso
The adaptive Lasso in high-dimensional sparse heteroscedastic models
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A penalty approach to differential item functioning in Rasch models
Sparse estimation of conditional graphical models with application to gene networks
Does modeling lead to more accurate classification? A study of relative efficiency in linear classification
Variable selection for Cox's proportional hazards model and frailty model
Penalized MM regression estimation with \(L_\gamma\) penalty: a robust version of bridge regression
Shrinkage estimation for linear regression with ARMA errors
Penalized maximum likelihood estimation of a stochastic multivariate regression model
Group selection in high-dimensional partially linear additive models
Adaptive Dantzig density estimation
Fully Bayes factors with a generalized \(g\)-prior
Bootstrap based inference for sparse high-dimensional time series models
A classification point-of-view about conditional Kendall's tau
Bayesian variable selection and estimation for group Lasso
Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
Estimation and accuracy after model selection
Nonconcave penalized likelihood with a diverging number of parameters.
Quantile regression for longitudinal data
Adaptive LASSO for general transformation models with right censored data
Bridge estimators and the adaptive Lasso under heteroscedasticity
Simultaneous analysis of Lasso and Dantzig selector
Determination of vector error correction models in high dimensions
Some theoretical results on the grouped variables Lasso
Penalized estimation in additive varying coefficient models using grouped regularization
Parametric component detection and variable selection in varying-coefficient partially linear models
Robust regression through the Huber's criterion and adaptive lasso penalty
On the distribution of the adaptive LASSO estimator
High-dimensional graphs and variable selection with the Lasso
The finite sample properties of sparse M-estimators with pseudo-observations

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