Tuning Parameter Selection for the Adaptive Lasso Using ERIC

DOI10.1080/01621459.2014.951444zbMATH Open1373.62370OpenAlexW2047152877WikidataQ57239148 ScholiaQ57239148MaRDI QIDQ5367362FDOQ5367362

Scott D. Foster, Francis K. C. Hui, David I. Warton

Publication date: 13 October 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2014.951444

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zbMATH Keywords

variable selectionBICconsistencyhigh-dimensional datapenalized likelihoodinformation criteriaregularization parameteradaptive Lasso

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (22)

• Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes
• Consistent tuning parameter selection in high-dimensional group-penalized regression
• The LASSO on latent indices for regression modeling with ordinal categorical predictors
• A penalized estimation for the Cox model with ordinal multinomial covariates
• Screening Methods for Linear Errors-in-Variables Models in High Dimensions
• Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models
• What is the effective sample size of a spatial point process?
• Mixing it up: new methods for finite mixture modelling of multi-species data in ecology. (Abstract of thesis)
• Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters
• A modified information criterion for model selection
• LASSO for Stochastic Frontier Models with Many Efficient Firms
• Assessing Tuning Parameter Selection Variability in Penalized Regression
• Penalized composite likelihoods for inhomogeneous Gibbs point process models
• Regression analysis and variable selection for two-stage multiple-infection group testing data
• Constructing networks by filtering correlation matrices: a null model approach
• Penalized variable selection in competing risks regression
• Tuning Parameter Selection in the LASSO with Unspecified Propensity
• Tuning parameter selection for penalized estimation via \(R^2\)
• Sparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed Models
• Cross-Validation With Confidence
• A new correction approach for information criteria to detect outliers in regression modeling
• Multi-species distribution modeling using penalized mixture of regressions

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