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

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
Title not available (Why is that?)
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
A majorization-minimization approach to variable selection using spike and slab priors
Sparse regression with exact clustering
A note on adaptive group Lasso
\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Model selection by LASSO methods in a change-point model
Shrinkage estimation of regression models with multiple structural changes
Visualization and assessment of model selection uncertainty
Spike and slab variable selection: frequentist and Bayesian strategies
New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
On the adaptive elastic net with a diverging number of parameters
Asymptotic properties of bridge estimators in sparse high-dimensional regression models
Linearly constrained non-Lipschitz optimization for image restoration
On the ``degrees of freedom of the lasso
Variable selection for panel count data via non-concave penalized estimating function
Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
Distributional results for thresholding estimators in high-dimensional Gaussian regression models
On the asymptotic properties of the group lasso estimator for linear models
Thresholding-based iterative selection procedures for model selection and shrinkage
Inference for single and multiple change-points in time series
Unified LASSO Estimation by Least Squares Approximation
Covariate selection for the semiparametric additive risk model
Penalized Gaussian process regression and classification for high-dimensional nonlinear data
A superlinearly convergent \(R\)-regularized Newton scheme for variational models with concave sparsity-promoting priors
Complexity of unconstrained \(L_2 - L_p\) minimization
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
Confidence intervals for high-dimensional inverse covariance estimation
Honest confidence regions and optimality in high-dimensional precision matrix estimation
Sure Independence Screening for Ultrahigh Dimensional Feature Space
On asymptotically optimal confidence regions and tests for high-dimensional models
Best subset selection via a modern optimization lens
The benefit of group sparsity in group inference with de-biased scaled group Lasso
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
Exact post-selection inference, with application to the Lasso
Sparse estimators and the oracle property, or the return of Hodges' estimator
Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
Statistical significance in high-dimensional linear models
Penalized empirical likelihood for generalized linear models with longitudinal data
Sparse estimation in functional linear regression
MODEL SELECTION AND INFERENCE: FACTS AND FICTION
One-step sparse estimates in nonconcave penalized likelihood models
Lasso-type recovery of sparse representations for high-dimensional data
Regularized Estimation for the Accelerated Failure Time Model
On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
Estimating the dimension of a model
The sparsity and bias of the LASSO selection in high-dimensional linear regression
Penalised inference for lagged dependent regression in the presence of autocorrelated residuals
SCAD-penalized regression in high-dimensional partially linear models
Subset selection for vector autoregressive processes using Lasso
Penalized likelihood regression for generalized linear models with non-quadratic penalties
Consistent group selection in high-dimensional linear regression
Sparse least trimmed squares regression for analyzing high-dimensional large data sets
Smoothing methods for nonsmooth, nonconvex minimization
Semi-analytic resampling in Lasso
A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
A general theory of concave regularization for high-dimensional sparse estimation problems
Relaxed Lasso
Weighted Bayesian bootstrap for scalable posterior distributions
The moderate deviation principle for minimizers of convex processes
Overcoming the limitations of phase transition by higher order analysis of regularization techniques
A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
Inference for high-dimensional instrumental variables regression
Adaptive k-class estimation in high-dimensional linear models
Solution paths for the generalized Lasso with applications to spatially varying coefficients regression
Robust estimation of semiparametric transformation model for panel count data

Uses Software

PDCO

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