An empirical threshold of selection probability for analysis of high-dimensional correlated data

DOI10.1080/00949655.2020.1739286MaRDI QIDQ5036882zbMATH OpenOpenAlexFDO

Authors Kipoong Kim, Jajoon Koo, Hokeun Sun

Publication date 23 February 2022

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

Full work available at URL https://doi.org/10.1080/00949655.2020.1739286

zbMATH Keywords

empirical thresholdregularizationselection probabilitytuning parametervariable selection

Mathematics Subject Classification ID

Statistics (62-XX) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites work

• Coordinate descent algorithms for lasso penalized regression
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Model Selection and Estimation in Regression with Grouped Variables
• Regularization and Variable Selection Via the Elastic Net
• Replication in genome-wide association studies
• Stability selection. With discussion and authors' reply
• The Adaptive Lasso and Its Oracle Properties
• Variable selection and regression analysis for graph-structured covariates with an application to genomics
• Variable Selection with Error Control: Another Look at Stability Selection

Describes a project that uses

Uses Software

• glmnet

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