Adaptive Lasso estimators for ultrahigh dimensional generalized linear models

DOI10.1016/J.SPL.2014.02.015zbMATH Open1463.62211OpenAlexW2081875724MaRDI QIDQ2453901FDOQ2453901

Authors: Mingqiu Wang, Xiuli Wang 

Publication date: 11 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.02.015

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zbMATH Keywords

variable selectiongeneralized linear modelshigh dimensionalityadaptive Lasso

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cites Work

• Sure independence screening in generalized linear models with NP-dimensionality
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• High-dimensional graphs and variable selection with the Lasso
• Title not available (Why is that?)
• Adaptive Lasso for sparse high-dimensional regression models
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Nonconcave penalized likelihood with a diverging number of parameters.
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
• Smoothly clipped absolute deviation on high dimensions
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Bridge estimation for generalized linear models with a diverging number of parameters
• Asymptotic analysis of high-dimensional LAD regression with Lasso smoother
• Large sample properties of the SCAD-penalized maximum likelihood estimation on high dimen\-sions

Cited In (26)

• Robust variable selection for generalized linear models with a diverging number of parameters
• SGL-SVM: a novel method for tumor classification via support vector machine with sparse group lasso
• Variable selection in high-dimensional linear model with possibly asymmetric errors
• A new variant of the parallel regression model with variable selection in surveys with sensitive attribute
• A penalized estimation for the Cox model with ordinal multinomial covariates
• Adaptive LASSO for general transformation models with right censored data
• Estimation and variable selection for partial functional linear regression
• Adaptive k-class estimation in high-dimensional linear models
• Adaptive Convex Clustering of Generalized Linear Models With Application in Purchase Likelihood Prediction
• Local Walsh-average-based estimation and variable selection for single-index models
• Variable selection in partial linear regression with functional covariate
• Title not available (Why is that?)
• Quasi-likelihood adaptive Lasso estimators for high-dimensional generalized linear models
• Distributed adaptive lasso penalized generalized linear models for big data
• Tuning Parameter Selection for the Adaptive Lasso Using ERIC
• Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models
• Adaptive LASSO-type estimation for multivariate diffusion processes
• Adaptive regularization for Lasso models in the context of nonstationary data streams
• Inference in high dimensional generalized linear models based on soft thresholding
• Automatic selection by penalized asymmetric L _q -norm in a high-dimensional model with grouped variables
• Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials
• D-trace estimation of a precision matrix using adaptive lasso penalties
• Penalized Lq-likelihood estimator and its influence function in generalized linear models
• Adaptive lasso for generalized linear models with a diverging number of parameters
• Robust subtractive stability measures for fast and exhaustive feature importance ranking and selection in generalised linear models
• Multiple-try simulated annealing algorithm for global optimization

Uses Software

• glmnet

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