Testing shape constraints in Lasso regularized joinpoint regression
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Publication:5283083
DOI10.1007/978-3-319-51313-3_6zbMATH Open1366.62145OpenAlexW2580783321MaRDI QIDQ5283083FDOQ5283083
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
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Ridge regression; shrinkage estimators (Lasso) (62J07) Paired and multiple comparisons; multiple testing (62J15)
Cites Work
- Least angle regression. (With discussion)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Hierarchical Bayesian Analysis of Changepoint Problems
- On asymptotically optimal confidence regions and tests for high-dimensional models
- A significance test for the lasso
- Exact post-selection inference, with application to the Lasso
- Multiple Change-Point Estimation With a Total Variation Penalty
- Simultaneous statistical inference. 2nd ed
- Rejoinder: ``A significance test for the lasso
- A Bayesian joinpoint regression model with an unknown number of break-points
- The log likelihood ratio in segmented regression
- Selecting the number of change-points in segmented line regression
- Inference in Two-Phase Regression
- Regularization techniques in joinpoint regression
Cited In (2)
Uses Software
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