Model selection procedure for high‐dimensional data

DOI10.1002/SAM.10088MaRDI QIDQ4969736zbMATH OpenOpenAlexWikidataFDO

Authors Yongli Zhang, Xiaotong Shen

Publication date 14 October 2020

Published in Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc2992390

zbMATH Keywords

model selectioninformation criterionpower marketRIClarge \(p\) but small \(n\)

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 3635352 (Why is no real title available?)
• scientific article; zbMATH DE number 1345918 (Why is no real title available?)
• scientific article; zbMATH DE number 1034037 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Adaptive Model Selection
• Calibration and empirical Bayes variable selection
• Estimating the dimension of a model
• Extended Bayesian information criteria for model selection with large model spaces
• Least angle regression. (With discussion)
• Model selection: a Lagrange optimization approach
• On the ``degrees of freedom of the lasso
• The Covariance Inflation Criterion for Adaptive Model Selection
• The risk inflation criterion for multiple regression

Cited in

(10)

• Estimation of \(l_0\) norm penalized models: a statistical treatment
• Model Selection of Generalized Estimating Equation With Divergent Model Size
• Influence Diagnostics for High-Dimensional Lasso Regression
• A study on tuning parameter selection for the high-dimensional lasso
• A Model Selection Criterion for High-Dimensional Linear Regression
• Identifying Latent Structures in Restricted Latent Class Models
• Online updating of information based model selection in the big data setting
• Forward-backward selection with early dropping
• Consistent tuning parameter selection in high-dimensional group-penalized regression
• Model selection properties of forward selection and sequential cross‐validation for high‐dimensional regression

Describes a project that uses

Uses Software

• ARC

This page was built for publication: Model selection procedure for high‐dimensional data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4969736)