The adaptive Lasso in high-dimensional sparse heteroscedastic models
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- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 967931 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A Statistical View of Some Chemometrics Regression Tools
- Adaptive Lasso for sparse high-dimensional regression models
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Asymptotics for Lasso-type estimators.
- Bridge estimators and the adaptive Lasso under heteroscedasticity
- Distributional results for thresholding estimators in high-dimensional Gaussian regression models
- Least angle regression. (With discussion)
- Nonconcave penalized likelihood with a diverging number of parameters.
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Smoothly clipped absolute deviation on high dimensions
- Sparse estimators and the oracle property, or the return of Hodges' estimator
- Testing Heteroscedasticity In Nonparametric Regression
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weak convergence and empirical processes. With applications to statistics
Cited in
(27)- The lasso under Poisson-like heteroscedasticity
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes
- Bridge estimators and the adaptive Lasso under heteroscedasticity
- Variable selection in high-dimensional linear model with possibly asymmetric errors
- Adaptive Lasso for sparse high-dimensional regression models
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
- Asymptotics of the adaptive elastic net estimation for conditional heteroscedastic time series models
- Adaptive robust estimation in sparse vector model
- Adaptive regularization for Lasso models in the context of nonstationary data streams
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
- Statistical inference of mode regression with adaptive Lasso
- Adaptive Lasso in high-dimensional settings
- High-dimensional regression with unknown variance
- Sparse Poisson regression with penalized weighted score function
- The Doubly Adaptive LASSO for Vector Autoregressive Models
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Model selection via standard error adjusted adaptive Lasso
- Orthogonal one step greedy procedure for heteroscedastic linear models
- Robust adaptive Lasso for variable selection
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Correcting for unknown errors in sparse high-dimensional function approximation
- A study of error variance estimation in Lasso regression
- Adaptive LASSO-type estimation for multivariate diffusion processes
- The adaptive LASSO spline estimation of single-index model
- Adaptive variable selection in nonparametric sparse additive models
- Adaptive sparse estimation with side information
- D-trace estimation of a precision matrix using adaptive lasso penalties
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