Penalized Lq-likelihood estimators and variable selection in linear regression models

DOI10.1080/03610926.2020.1850794MaRDI QIDQ5095986OpenAlexFDO

Authors Zhen Zeng, Hongchang Hu

Publication date 12 August 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2020.1850794

zbMATH Keywords

linear regression modelsinfluence functionoracle propertiespenalized Lq-likelihood estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Penalized likelihood-type estimators for generalized nonparametric regression
• Penalized maximum likelihood estimation and variable selection in geostatistics
• Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization
• Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic
• The Adaptive Lasso and Its Oracle Properties
• The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(7)

• Penalised variable selection with U-estimates
• Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data
• The revisited knockoffs method for variable selection in L₁-penalized regressions
• Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models
• Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
• scientific article; zbMATH DE number 6162361 (Why is no real title available?)
• Penalized Lq-likelihood estimator and its influence function in generalized linear models

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