Variable selection and estimation in generalized linear models with the seamless L₀ penalty
DOI10.1002/CJS.11165zbMATH Open1348.62206OpenAlexW2011806156WikidataQ36693601 ScholiaQ36693601MaRDI QIDQ2856573FDOQ2856573
Authors: Zilin Li, Sijian Wang, Xihong Lin 
Publication date: 29 October 2013
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11165
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model selectionBICconsistencyoracle propertytuning parameter selectioncoordinate descent algorithmpenalized likelihood methodsSELO penalty
Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)
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Cited In (14)
- The revisited knockoffs method for variable selection in L1-penalized regressions
- Modified SCAD penalty for constrained variable selection problems
- Variable selection via generalized SELO-penalized linear regression models
- Variable selection via generalized SELO-penalized Cox regression models
- Modeling Pregnancy Outcomes Through Sequentially Nested Regression Models
- Variable selection for generalized linear model with highly correlated covariates
- Variable selection using P-splines
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Variable selection in linear mixed models using an extended class of penalties
- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models
- Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty
- Variable selection and estimation for multivariate panel count data via the seamless-\(L_0\) penalty
- Title not available (Why is that?)
- Penalized variable selection procedure for Cox proportional hazards model via seamless-$\boldsymbol{L_0}$ penalty
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