A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data

DOI10.1016/J.JMVA.2022.105128MaRDI QIDQ2111067zbMATH OpenOpenAlexFDO

Authors Jianglin Fang

Publication date 23 December 2022

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2022.105128

zbMATH Keywords

variable selectionmassive datahigh dimensional semiparametric modelssplit-and-conquer

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Nonconcave penalized likelihood with a diverging number of parameters.
• Nonparametric Monte Carlo tests and their applications.
• Penalized Estimating Equations
• Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
• Penalized empirical likelihood and growing dimensional general estimating equations
• Penalized empirical likelihood for semiparametric models with a diverging number of parameters
• Penalized generalized estimating equations for high-dimensional longitudinal data analysis
• Penalized high-dimensional empirical likelihood
• Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data
• Ultrahigh dimensional feature selection: beyond the linear model
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection using MM algorithms

Cited in

(1)

• scientific article; zbMATH DE number 7235290 (Why is no real title available?)

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