FIRST: combining forward iterative selection and shrinkage in high dimensional sparse linear regression
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Publication:440113
DOI10.4310/SII.2009.V2.N3.A7zbMATH Open1245.62086OpenAlexW2154180625MaRDI QIDQ440113FDOQ440113
Authors: Wook Yeon Hwang, Hao Helen Zhang, Subhashis Ghosal 
Publication date: 18 August 2012
Published in: Statistics and Its Interface (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4310/sii.2009.v2.n3.a7
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- A stepwise regression method and consistent model selection for highdimensional sparse linear models
- VIF regression: a fast regression algorithm for large data
- Improved variable selection with forward-lasso adaptive shrinkage
- Prediction consistency of forward iterated regression and selection technique
- Quantile forward regression for high-dimensional survival data
- Fast Bayesian model assessment for nonparametric additive regression
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- Forward selection and estimation in high dimensional single index models
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