Group variable selection for relative error regression

DOI10.1016/J.JSPI.2016.02.006zbMATH Open1341.62240OpenAlexW2275670178MaRDI QIDQ282894FDOQ282894

Authors: Xianhui Liu, Yuanyuan Lin, Zhanfeng Wang 

Publication date: 12 May 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.02.006

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zbMATH Keywords

group variable selectionadaptive penaltymultiplicative regression modelrelative error

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Model Selection and Estimation in Regression with Grouped Variables
• The Group Lasso for Logistic Regression
• The log-linear group-lasso estimator and its asymptotic properties
• Regression coefficient and autoregressive order shrinkage and selection via the lasso
• Adaptive Lasso for Cox's proportional hazards model
• A note on adaptive group Lasso
• Relative-error prediction
• Least absolute relative error estimation
• Group variable selection and estimation in the Tobit censored response model
• Local least absolute relative error estimating approach for partially linear multiplicative model
• A LASSO-type approach to variable selection and estimation for censored regression model
• Group variable selection for data with dependent structures
• Blockwise sparse regression
• Least product relative error estimation
• Simultaneous estimation and variable selection in median regression using Lasso-type penalty

Cited In (9)

• Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model
• Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach
• A relative error-based estimation with an increasing number of parameters
• H-relative error estimation for multiplicative regression model with random effect
• A new relative error estimation for partially linear multiplicative model
• Robust group identification and variable selection in regression
• A relative error-based approach for variable selection
• Adaptive least relative error estimation
• A novel group VIF regression for group variable selection with application to multiple change-point detection

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