A High‐dimensional Focused Information Criterion
From MaRDI portal
Publication:4637090
DOI10.1111/sjos.12285zbMath1421.62068OpenAlexW2617935815MaRDI QIDQ4637090
Thomas Gueuning, Gerda Claeskens
Publication date: 17 April 2018
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/retrieve/453466
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical aspects of information-theoretic topics (62B10)
Related Items
The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models, Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data, Automatic bias correction for testing in high‐dimensional linear models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- On asymptotically optimal confidence regions and tests for high-dimensional models
- The Adaptive Lasso and Its Oracle Properties
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
- Confidence intervals for high-dimensional partially linear single-index models
- High-dimensional inference in misspecified linear models
- Statistics for high-dimensional data. Methods, theory and applications.
- Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
- Focused information criterion and model averaging for generalized additive partial linear models
- ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION
- Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Focused and Model Average Estimation for Regression Analysis of Panel Count Data
- Approximation Theorems of Mathematical Statistics
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
- A study of error variance estimation in Lasso regression
- Model Selection and Model Averaging
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
- MINIMIZING AVERAGE RISK IN REGRESSION MODELS
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Frequentist Model Average Estimators
- The Focused Information Criterion
- Focused information criterion on predictive models in personalized medicine
- On model selection and model misspecification in causal inference
- Focused model selection in quantile regression
- Focused information criterion and model averaging based on weighted composite quantile regression
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
- A focused information criterion for graphical models