AIC for the Lasso in generalized linear models

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cites Work

The Adaptive Lasso and Its Oracle Properties
Least angle regression. (With discussion)
Regression and time series model selection in small samples
Bayesian Measures of Model Complexity and Fit
Title not available (Why is that?)
Title not available (Why is that?)
Lasso-type recovery of sparse representations for high-dimensional data
Estimation of the mean of a multivariate normal distribution
High-dimensional generalized linear models and the lasso
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
Title not available (Why is that?)
Title not available (Why is that?)
Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
On Information and Sufficiency
The solution path of the generalized lasso
Sparse inverse covariance estimation with the graphical lasso
Asymptotics for Lasso-type estimators.
Shrinkage tuning parameter selection with a diverging number of parameters
Exact post-selection inference, with application to the Lasso
Scaled sparse linear regression
Model selection and estimation in the Gaussian graphical model
Regularization Parameter Selections via Generalized Information Criterion
Cross-validation and multinomial prediction
Cox's regression model for counting processes: A large sample study
Convex Analysis
Aggregation for Gaussian regression
On the ``degrees of freedom of the lasso
Further analysis of the data by Akaike's information criterion and the finite corrections
The Focused Information Criterion
Information criteria and statistical modeling.
Generalised information criteria in model selection
Rejoinder: ``A significance test for the lasso
Asymptotics for generalized estimating equations with large cluster sizes
Optimal two-step prediction in regression

Cited In (10)

Title not available (Why is that?)
Title not available (Why is that?)
Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
Estimation of the spatial weighting matrix for regular lattice data -- an adaptive Lasso approach with cross-sectional resampling
AIC under the framework of least squares estimation
Title not available (Why is that?)
AIC for the group Lasso in generalized linear models
AIC for the non-concave penalized likelihood method
On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison

Uses Software

glasso
covTest

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