Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
From MaRDI portal
Publication:4468342
Recommendations
Cited in
(only showing first 100 items - show all)- Local partial-likelihood estimation for lifetime data
- On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing
- Sparse estimation of conditional graphical models with application to gene networks
- Factor selection and structural identification in the interaction ANOVA model
- Equivalence of MAXENT and Poisson point process models for species distribution modeling in ecology
- Variable selection for high dimensional partially linear varying coefficient errors-in-variables models
- Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Degrees of freedom in lasso problems
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Variable selection methods in high-dimensional regression -- a simulation study
- Nonconcave penalized likelihood with a diverging number of parameters.
- Variable selection in linear mixed models using an extended class of penalties
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Partially linear additive quantile regression in ultra-high dimension
- Variable selection in semiparametric regression modeling
- Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Multinomial Inverse Regression for Text Analysis
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- \(\ell_{1}\)-penalization for mixture regression models
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
- DASSO: Connections Between the Dantzig Selector and Lasso
- Variable selection in high-dimensional quantile varying coefficient models
- Penalized joint generalized estimating equations for longitudinal binary data
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Autoregressive process modeling via the Lasso procedure
- Nonconcave penalized estimation for partially linear models with longitudinal data
- A simple measure of conditional dependence
- Pursuing Sources of Heterogeneity in Modeling Clustered Population
- An automated approach towards sparse single-equation cointegration modelling
- Automatic model selection for partially linear models
- Joint variable selection for fixed and random effects in linear mixed-effects models
- Performance guarantees for individualized treatment rules
- Variable selection in nonparametric additive models
- GMM estimation in partial linear models with endogenous covariates causing an over-identified problem
- Fast community detection by SCORE
- Tensor Regression with Applications in Neuroimaging Data Analysis
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors
- A modified local quadratic approximation algorithm for penalized optimization problems
- The Generalized Ridge Estimator of the Inverse Covariance Matrix
- Oracle inequalities for high dimensional vector autoregressions
- A simple approach for varying-coefficient model selection
- Robust estimation and outlier detection for varying-coefficient models via penalized regression
- Two-directional simultaneous inference for high-dimensional models
- Regularization and model selection with categorical predictors and effect modifiers in generalized linear models
- On the Non-Negative Garrotte Estimator
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models
- Relaxed Lasso
- A Lasso-penalized BIC for mixture model selection
- Component selection and smoothing in multivariate nonparametric regression
- Fixed and Random Effects Selection in Mixed Effects Models
- Penalized generalized estimating equations approach to longitudinal data with multinomial responses
- A selective review of group selection in high-dimensional models
- Fixed effects testing in high-dimensional linear mixed models
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Sparse additive ordinary differential equations for dynamic gene regulatory network modeling
- Variable selection for partially linear models via partial correlation
- Regularization in statistics
- Consistent high-dimensional Bayesian variable selection via penalized credible regions
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Likelihood-based selection and sharp parameter estimation
- Bayesian model selection in high-dimensional settings
- Variable selection for semiparametric varying coefficient partially linear models
- Controlling the false discovery rate via knockoffs
- Estimation in high-dimensional linear models with deterministic design matrices
- High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
- Variable selection for varying dispersion beta regression model
- The finite sample properties of sparse M-estimators with pseudo-observations
- Penalized empirical likelihood for generalized linear models with longitudinal data
- Selecting the regularization parameters in high-dimensional panel data models: consistency and efficiency
- Nested coordinate descent algorithms for empirical likelihood
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Variable Selection and Model Choice in Geoadditive Regression Models
- Multicategory large margin classification with unequal costs
- High-dimensional \(A\)-learning for optimal dynamic treatment regimes
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Random lasso
- Multiresolution functional ANOVA for large-scale, many-input computer experiments
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- Least angle and \(\ell _{1}\) penalized regression: a review
- High-dimensional generalized semiparametric model for longitudinal data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
- Consistency of spike and slab regression
- Composite quantile regression and the oracle model selection theory
- Sparse principal component analysis via regularized low rank matrix approximation
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Nonconcave penalized M-estimation for the least absolute relative errors model
- Identifiability and estimation of meta-elliptical copula generators
- Inference for High-Dimensional Linear Mixed-Effects Models: A Quasi-Likelihood Approach
- Selection by partitioning the solution paths
- Kernel density regression
- Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
- Sparse principal component analysis and iterative thresholding
- Bayesian variable selection with shrinking and diffusing priors
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models
This page was built for publication: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4468342)