Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
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- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- Asymptotic properties of criteria for selection of variables in multiple regression
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- Regularization parameter selections via generalized information criterion
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- Selection of variables in multivariate regression models for large dimensions
- Some Comments on C P
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparsistency and rates of convergence in large covariance matrix estimation
- Support union recovery in high-dimensional multivariate regression
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Tuning parameter selection in high dimensional penalized likelihood
- Weak convergence and empirical processes. With applications to statistics
Cited in
(20)- Strong Rules for Discarding Predictors in Lasso-Type Problems
- On cross-validated Lasso in high dimensions
- A systematic review on model selection in high-dimensional regression
- The revisited knockoffs method for variable selection in L1-penalized regressions
- IPF-LASSO: integrative \(L_1\)-penalized regression with penalty factors for prediction based on multi-omics data
- Consistent model selection criteria on high dimensions
- Double fused Lasso penalized LAD for matrix regression
- Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
- Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size
- Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models
- Multivariate regression shrinkage and selection by canonical correlation analysis
- A Model Selection Criterion for High-Dimensional Linear Regression
- High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
- SLASSO: a scaled LASSO for multicollinear situations
- Consistent model selection criteria for quadratically supported risks
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- scientific article; zbMATH DE number 7306923 (Why is no real title available?)
- scientific article; zbMATH DE number 7750671 (Why is no real title available?)
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