Post selection shrinkage estimation for high‐dimensional data analysis
From MaRDI portal
Publication:4620187
DOI10.1002/asmb.2193zbMath1411.62200arXiv1603.07277OpenAlexW2306762256MaRDI QIDQ4620187
Xiaoli Gao, Yang Feng, S. Ejaz Ahmed
Publication date: 8 February 2019
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.07277
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (13)
High-dimensional causal mediation analysis based on partial linear structural equation models ⋮ Robust gene–environment interaction analysis using penalized trimmed regression ⋮ Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime ⋮ Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models ⋮ A weak‐signal‐assisted procedure for variable selection and statistical inference with an informative subsample ⋮ Estimation of semiparametric regression model with right-censored high-dimensional data ⋮ Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses ⋮ A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models ⋮ Shrinkage estimation in linear mixed models for longitudinal data ⋮ A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model ⋮ Weak signals in high‐dimensional regression: Detection, estimation and prediction ⋮ Likelihood adaptively modified penalties ⋮ Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects
This page was built for publication: Post selection shrinkage estimation for high‐dimensional data analysis