Testing shape constraints in Lasso regularized joinpoint regression

DOI10.1007/978-3-319-51313-3_6MaRDI QIDQ5283083zbMATH OpenOpenAlexFDO

Authors Matúš Maciak

Publication date 18 July 2017

Published in Analytical Methods in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-51313-3_6

zbMATH Keywords

finite sample propertiesjoinpoint regressionpost-selection inferenceregularizationshape constraints

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Paired and multiple comparisons; multiple testing (62J15)

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Cites work

• A Bayesian joinpoint regression model with an unknown number of break-points
• A significance test for the lasso
• Exact post-selection inference, with application to the Lasso
• Hierarchical Bayesian Analysis of Changepoint Problems
• scientific article; zbMATH DE number 3624650 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Inference in Two-Phase Regression
• Least angle regression. (With discussion)
• Multiple Change-Point Estimation With a Total Variation Penalty
• On asymptotically optimal confidence regions and tests for high-dimensional models
• Regularization techniques in joinpoint regression
• Rejoinder: ``A significance test for the lasso
• Selecting the number of change-points in segmented line regression
• Simultaneous statistical inference. 2nd ed
• The log likelihood ratio in segmented regression

Cited in

(2)

• Regularization techniques in joinpoint regression
• Imposing and Testing for Shape Restrictions in Flexible Parametric Models

Describes a project that uses

Uses Software

• glmnet
• covTest
• Joinpoint

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