The adaptive Lasso in high-dimensional sparse heteroscedastic models
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Publication:359867
DOI10.3103/S106653071302004XzbMATH Open1274.62457MaRDI QIDQ359867FDOQ359867
Authors: Jens Wagener, Holger Dette 
Publication date: 23 August 2013
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
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Cites Work
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Cited In (23)
- Adaptive robust estimation in sparse vector model
- Orthogonal one step greedy procedure for heteroscedastic linear models
- Adaptive Lasso for sparse high-dimensional regression models
- Title not available (Why is that?)
- Model selection via standard error adjusted adaptive Lasso
- Bridge estimators and the adaptive Lasso under heteroscedasticity
- Adaptive Lasso in high-dimensional settings
- The lasso under Poisson-like heteroscedasticity
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- A study of error variance estimation in Lasso regression
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
- The adaptive LASSO spline estimation of single-index model
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes
- Correcting for unknown errors in sparse high-dimensional function approximation
- Adaptive LASSO-type estimation for multivariate diffusion processes
- Adaptive regularization for Lasso models in the context of nonstationary data streams
- D-trace estimation of a precision matrix using adaptive lasso penalties
- Robust adaptive Lasso for variable selection
- Adaptive variable selection in nonparametric sparse additive models
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- The Doubly Adaptive LASSO for Vector Autoregressive Models
- High-dimensional regression with unknown variance
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