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

DOI10.1080/03610926.2020.1850794OpenAlexW3107706809MaRDI QIDQ5095986FDOQ5095986

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

• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• One-step sparse estimates in nonconcave penalized likelihood models
• Maximum Lq-Likelihood Estimation via the Expectation-Maximization Algorithm: A Robust Estimation of Mixture Models
• Asymptotic analysis of penalized likelihood and related estimators
• Nonparametric Roughness Penalties for Probability Densities
• Maximum L\(q\)-likelihood estimation
• Comments on «Wavelets in statistics: A review» by A. Antoniadis
• Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization
• The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance
• Penalized maximum likelihood estimation and variable selection in geostatistics
• Penalized likelihood-type estimators for generalized nonparametric regression
• Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic

Cited In (7)

• The revisited knockoffs method for variable selection in L₁-penalized regressions
• Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
• Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models
• Title not available (Why is that?)
• Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data
• Penalized Lq-likelihood estimator and its influence function in generalized linear models
• Penalised variable selection with U-estimates

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