On the oracle property of adaptive group Lasso in high-dimensional linear models

DOI10.1007/S00362-015-0684-0zbMATH Open1364.62180OpenAlexW2035989925MaRDI QIDQ259684FDOQ259684

Caiya Zhang, Yanbiao Xiang

Publication date: 18 March 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0684-0

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zbMATH Keywords

regression modelhigh dimensionalityoracle propertyadaptive group Lasso

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
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• Title not available (Why is that?)
• Robust regression: Asymptotics, conjectures and Monte Carlo
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• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• Adaptive Lasso for sparse high-dimensional regression models
• Nonconcave penalized likelihood with a diverging number of parameters.
• On the adaptive elastic net with a diverging number of parameters
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
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• Consistent group selection in high-dimensional linear regression
• A note on adaptive group Lasso
• On the asymptotic properties of the group lasso estimator for linear models
• Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models
• Group selection in high-dimensional partially linear additive models
• Some theoretical results on the grouped variables Lasso
• Penalized estimation in additive varying coefficient models using grouped regularization

Cited In (13)

• Group variable selection via a hierarchical lasso and its oracle property
• Adaptive group Lasso for high-dimensional generalized linear models
• Oracle inequalities for weighted group Lasso in high-dimensional Poisson regression model
• Overlapping group lasso for high-dimensional generalized linear models
• Adaptive elastic-net selection in a quantile model with diverging number of variable groups
• Detection of similar successive groups in a model with diverging number of variable groups
• Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
• Adaptive fused LASSO in grouped quantile regression
• Adaptive group Lasso selection in quantile models
• Automatic selection by penalized asymmetric L _q -norm in a high-dimensional model with grouped variables
• Degrees of freedom for regularized regression with Huber loss and linear constraints
• The generalized equivalence of regularization and min-max robustification in linear mixed models
• Adaptive group bridge estimation for high-dimensional partially linear models

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