Group variable selection for data with dependent structures

DOI10.1080/00949655.2010.529812zbMath1431.62296MaRDI QIDQ4913930

Lingmin Zeng, Jun Xie

Publication date: 17 April 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.529812

zbMATH Keywords

variable selection; hard thresholding; least angle regression

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

Related Items

Edge selection for undirected graphs, Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail, Group variable selection via SCAD-L₂, Group variable selection for relative error regression, Graph-induced restricted Boltzmann machines for document modeling, Group variable selection and estimation in the Tobit censored response model, Finite Mixture of Generalized Semiparametric Models: Variable Selection via Penalized Estimation

Uses Software

• OSCAR

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Shrinkage and model selection with correlated variables via weighted fusion
• Least angle regression. (With discussion)
• Averaged gene expressions for regression
• Regularization and Variable Selection Via the Elastic Net
• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR