Nonconcave penalized M-estimation with a diverging number of parameters

zbMATH Open1206.62036MaRDI QIDQ3074777FDOQ3074777

Authors: Heng Peng, Li-Xing Zhu, Gaorong Li 

Publication date: 10 February 2011

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J21N1/J21N117/J21N117.html

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zbMATH Keywords

SISvariable selectionlinear modelrobust estimationoracle propertyrank correlation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (68)

• Robust Lasso Regression Using Tukey's Biweight Criterion
• Overview of robust variable selection methods for high-dimensional linear regression model
• The M-estimation for multiplicative regression models with a diverging number of covariates
• Reproducible learning for accelerated failure time models via deep knockoffs
• Robust two-stage estimation in general spatial dynamic panel data models
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• Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model
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• Robust Model Averaging Method Based on LOF Algorithm
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• Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net
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• Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
• Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
• Robust variable selection based on the random quantile LASSO
• Robust and sparse estimators for linear regression models
• Variable selection in robust semiparametric modeling for longitudinal data
• Distributed penalized modal regression for massive data
• Modified SCAD penalty for constrained variable selection problems
• Dynamic tilted current correlation for high dimensional variable screening
• Large-scale regression with non-convex loss and penalty
• Robust structure identification and variable selection in partial linear varying coefficient models
• Variable selection for single-index varying-coefficient model
• Robust error density estimation in ultrahigh dimensional sparse linear model
• Balanced estimation for high-dimensional measurement error models
• Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
• Robustness and Tractability for Non-convex M-estimators
• Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
• Penalised robust estimators for sparse and high-dimensional linear models
• A relative error-based estimation with an increasing number of parameters
• Robust feature screening for elliptical copula regression model
• Sparse group variable selection based on quantile hierarchical Lasso
• Robust rank correlation based screening
• Semiparametric time series regression modeling with a diverging number of parameters
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates
• Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
• LAD variable selection for linear models with randomly censored data
• Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
• Robust estimation for partially linear models with large-dimensional covariates
• Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models
• Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
• SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
• Statistical inference for nonignorable missing-data problems: a selective review
• M-estimation in high-dimensional linear model
• Variable selection for fixed effects varying coefficient models
• Gini correlation for feature screening
• SCAD penalized rank regression with a diverging number of parameters
• Tobit regression model with parameters of increasing dimensions
• Robust variable selection via penalized MT-estimator in generalized linear models
• High-dimensional robust regression with \(L_q\)-loss functions
• Group selection via adjusted weighted least absolute deviation regression
• A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
• Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
• On Bayesian robust regression with diverging number of predictors
• Generalized F-test for high dimensional regression coefficients of partially linear models
• Asymptotic properties on high-dimensional multivariate regression M-estimation
• Nonconcave penalized M-estimation for the least absolute relative errors model
• Sparsity identification for high-dimensional partially linear model with measurement error
• Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
• Semi-varying coefficient models with a diverging number of components
• M-estimation and model identification based on double SCAD penalization
• Variable selection for covariate adjusted regression model
• Robust Lasso and its applications in healthcare data
• Robust optimal estimation of location from discretely sampled functional data
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• M-estimation for the partially linear regression model under monotonic constraints

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