Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
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Publication:458641
DOI10.1016/J.JMVA.2014.08.002zbMATH Open1360.62382OpenAlexW2074199345MaRDI QIDQ458641FDOQ458641
Authors: Shinpei Imori, Shota Katayama 
Publication date: 8 October 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.08.002
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Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
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- Some Comments on C P
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- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
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- Regularization parameter selections via generalized information criterion
- Asymptotic properties of criteria for selection of variables in multiple regression
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
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- Tuning Parameter Selection in High Dimensional Penalized Likelihood
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- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
- Selection of variables in multivariate regression models for large dimensions
- Multivariate statistics. High dimensional and large-sample approximations.
- Support union recovery in high-dimensional multivariate regression
Cited In (20)
- 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
- Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size
- 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
- Title not available (Why is that?)
- Title not available (Why is that?)
- Strong Rules for Discarding Predictors in Lasso-Type Problems
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