SCAD-penalized least absolute deviation regression in high-dimensional models

DOI10.1080/03610926.2013.781643MaRDI QIDQ3462376zbMATH OpenOpenAlexFDO

Authors Mingqiu Wang, Lixin Song, Guo-Liang Tian

Publication date 5 January 2016

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.781643

zbMATH Keywords

empirical processLAD-SCAD estimatororacle propertyrank correlation screeningstochastic equicontinuityvariable selection

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistical ranking and selection procedures (62F07) Asymptotic properties of parametric estimators (62F12)

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Cites work

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• Asymptotic behavior of M-estimators for the linear model
• Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
• Asymptotic oracle properties of SCAD-penalized least squares estimators
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Asymptotics for Lasso-type estimators.
• Asymptotics with increasing dimension for robust regression with applications to the bootstrap
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• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(24)

• Regularized estimation for the least absolute relative error models with a diverging number of covariates
• Fused Lasso penalized least absolute deviation estimator for high dimensional linear regression
• Multiple-try simulated annealing algorithm for global optimization
• Modified SCAD penalty for constrained variable selection problems
• Local Walsh-average-based estimation and variable selection for single-index models
• Regularization statistical inferences for partially linear models with high dimensional endogenous covariates
• Cluster-based least absolute deviation regression for dimension reduction
• Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
• A descent method for least absolute deviation Lasso problems
• Penalized LAD regression for single-index models
• Large sample properties of the SCAD-penalized maximum likelihood estimation on high dimen\-sions
• Asymptotic analysis of high-dimensional LAD regression with Lasso smoother
• The L₁ penalized LAD estimator for high dimensional linear regression
• SCAD penalized rank regression with a diverging number of parameters
• A new penalized least absolute deviation model for high dimensional sparse linear regression and an efficient sequential linear programming algorithm
• Balanced Bayesian Lasso for heavy tails
• Asymptotic oracle properties of SCAD-penalized least squares estimators
• Paths Following Algorithm for Penalized Logistic Regression Using SCAD and MCP
• SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
• Sparse and robust estimation with ridge minimax concave penalty
• A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty
• Robust Estimation Using Modified Huber’s Functions With New Tails
• Generalized regression estimators with concave penalties and a comparison to lasso type estimators
• Penalized maximum likelihood estimation with nonparametric Gaussian scale mixture errors

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