Principal component selection via adaptive regularization method and generalized information criterion

DOI10.1007/S00362-015-0691-1zbMATH Open1394.62079OpenAlexW2199019030MaRDI QIDQ513693FDOQ513693

Authors: Heewon Park, Sadanori Konishi 

Publication date: 7 March 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0691-1

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zbMATH Keywords

principal component analysisinformation criterionadaptive \(\mathrm L_1\)-type penaltysparse regression modeling

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Generalized linear models (logistic models) (62J12)

Cites Work

• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• Estimating the dimension of a model
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Regularization and Variable Selection Via the Elastic Net
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Information criteria and statistical modeling.
• Variable selection for generalized varying coefficient models with longitudinal data
• Variable selection via the weighted group Lasso for factor analysis models
• Generalised information criteria in model selection
• Variable selection in high-dimensional double generalized linear models
• Combining two-parameter and principal component regression estimators
• Selecting the Number of Principal Components in Functional Data
• Lag weighted lasso for time series model
• Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
• Robust estimation for spatial semiparametric varying coefficient partially linear regression

Cited In (4)

• Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection
• Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
• A generalized information criterion for high-dimensional PCA rank selection
• L1-norm-based principal component analysis with adaptive regularization

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