Group-wise semiparametric modeling: a SCSE approach

DOI10.1016/j.jmva.2016.07.006zbMath1348.62213OpenAlexW2516037609MaRDI QIDQ321904

Song Song, Li Xing Zhu

Publication date: 14 October 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.07.006

zbMATH Keywords

regularizationthresholdingsparsitysemiparametricscovariance estimationvariable clustering

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
• Robust rank correlation based screening
• Covariance regularization by thresholding
• Mixing: Properties and examples
• Least angle regression. (With discussion)
• Simultaneous analysis of Lasso and Dantzig selector
• High-dimensional graphs and variable selection with the Lasso
• Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series
• Estimation of a groupwise additive multiple-index model and its applications
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Large deviations for sums of partly dependent random variables
• 10.1162/153244303322753616
• Groupwise Dimension Reduction

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