Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
DOI10.1007/S11425-014-4842-YzbMATH Open1418.62177OpenAlexW2271861971MaRDI QIDQ477279FDOQ477279
Authors: Guangren Yang, Jian Huang, Yong Zhou 
Publication date: 3 December 2014
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-014-4842-y
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Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Nearly unbiased variable selection under minimax concave penalty
- Estimating the dimension of a model
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- Model Selection and Estimation in Regression with Grouped Variables
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Adaptive Lasso for sparse high-dimensional regression models
- The Group Lasso for Logistic Regression
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- The composite absolute penalties family for grouped and hierarchical variable selection
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- A selective review of group selection in high-dimensional models
- Statistical estimation in varying coefficient models
- Variable selection in semiparametric regression modeling
- A group bridge approach for variable selection
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- Shrinkage estimation of the varying coefficient model
- Adaptive estimation of a quadratic functional by model selection.
- Consistent group selection in high-dimensional linear regression
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Variable selection in high-dimensional varying-coefficient models with global optimality
- Variable selection and estimation in high-dimensional varying-coefficient models
Cited In (9)
- Shrinkage estimation of the varying coefficient model
- Variable selection for high-dimensional generalized varying-coefficient models
- Variable selection in high-dimensional varying-coefficient models with global optimality
- Modified adaptive group lasso for high-dimensional varying coefficient models
- Variable selection in Cox regression models with varying coefficients
- Variable selection and estimation in high-dimensional varying-coefficient models
- A selective review of group selection in high-dimensional models
- Consistent group selection in high-dimensional linear regression
- The de-biased group Lasso estimation for varying coefficient models
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