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

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)

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Cites work

• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Combining two-parameter and principal component regression estimators
• Estimating the dimension of a model
• Generalised information criteria in model selection
• Information criteria and statistical modeling.
• Lag weighted lasso for time series model
• Regularization and Variable Selection Via the Elastic Net
• Robust estimation for spatial semiparametric varying coefficient partially linear regression
• Selecting the number of principal components in functional data
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• The Adaptive Lasso and Its Oracle Properties
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for generalized varying coefficient models with longitudinal data
• Variable selection in high-dimensional double generalized linear models
• Variable selection via the weighted group Lasso for factor analysis models

Cited in

(4)

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

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