Variable selection for semiparametric regression models with iterated penalisation
From MaRDI portal
Publication:2892927
DOI10.1080/10485252.2012.661054zbMath1241.62052OpenAlexW2139327259WikidataQ30419087 ScholiaQ30419087MaRDI QIDQ2892927
Publication date: 25 June 2012
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3367330
Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Related Items
Uses Software
Cites Work
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Penalized variable selection procedure for Cox models with semiparametric relative risk
- Relaxed Lasso
- SCAD-penalized regression in high-dimensional partially linear models
- Semiparametric and nonparametric methods in econometrics
- Weak convergence and empirical processes. With applications to statistics
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- High-dimensional generalized linear models and the lasso
- Variable selection in semiparametric regression modeling
- High-dimensional graphs and variable selection with the Lasso
- The Group Lasso for Logistic Regression
- Semiparametric Regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Model Selection and Estimation in Regression with Grouped Variables
- Convergence of a block coordinate descent method for nondifferentiable minimization
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers