Adaptive lasso for generalized linear models with a diverging number of parameters
From MaRDI portal
Publication:4605261
Recommendations
Cites work
- L 1-Regularization Path Algorithm for Generalized Linear Models
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A unified approach to model selection and sparse recovery using regularized least squares
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models
- Adaptive Lasso for sparse high-dimensional regression models
- Asymptotics for Lasso-type estimators.
- Bridge estimation for generalized linear models with a diverging number of parameters
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Regularization and Variable Selection Via the Elastic Net
- Shrinkage tuning parameter selection with a diverging number of parameters
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weak convergence and empirical processes. With applications to statistics
Cited in
(37)- On the distribution of the adaptive LASSO estimator
- The Adaptive Lasso and Its Oracle Properties
- Regularized estimation for the least absolute relative error models with a diverging number of covariates
- On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
- Asymptotics for Lasso-type estimators.
- Adaptive group Lasso for high-dimensional generalized linear models
- Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters
- Asymptotic theory of the adaptive sparse group Lasso
- On the adaptive elastic net with a diverging number of parameters
- High-dimensional generalized linear models and the lasso
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models
- Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models
- On the oracle property of adaptive group Lasso in high-dimensional linear models
- The asymptotic properties of SCAD penalized generalized linear models with adaptive designs
- Inference in high dimensional generalized linear models based on soft thresholding
- The adaptive gril estimator with a diverging number of parameters
- Adaptive Lasso for the Poisson log-linear regression model
- On the robustness of the adaptive Lasso to model misspecification
- The adaptive LASSO spline estimation of single-index model
- A penalized estimation for the Cox model with ordinal multinomial covariates
- Adaptive Lasso in high-dimensional settings
- Adaptive Lasso for sparse high-dimensional regression models
- The adaptive Lasso in high-dimensional sparse heteroscedastic models
- The log-linear group-lasso estimator and its asymptotic properties
- scientific article; zbMATH DE number 6179253 (Why is no real title available?)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso
- Variable selection using Kullback-Leibler divergence loss
- Asymptotic properties of adaptive Dantzig selector
- Comparison of lasso type estimators for high-dimensional data
- Quasi-likelihood adaptive Lasso estimators for high-dimensional generalized linear models
- Tuning Parameter Selection for the Adaptive Lasso Using ERIC
- Adaptive-Lasso analysis for number of urban fires and meteorological factors
- Debiased lasso for generalized linear models with a diverging number of covariates
- Distributed adaptive lasso penalized generalized linear models for big data
- Calibration estimation for non-probability samples under two distance functions: a comparative study
- Variable selection for generalized linear model with highly correlated covariates
- Adaptive LASSO for general transformation models with right censored data
This page was built for publication: Adaptive lasso for generalized linear models with a diverging number of parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4605261)