Nonconcave penalized M-estimation for the least absolute relative errors model

DOI10.1080/03610926.2021.1923749MaRDI QIDQ5875313zbMATH OpenOpenAlexFDO

Authors Ruiya Fan, Shuguang Zhang, Yaohua Wu

Publication date 3 February 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.1923749

zbMATH Keywords

variable selectionM-estimationmultiplicative regression modelLARE

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 3753890 (Why is no real title available?)
• scientific article; zbMATH DE number 5251637 (Why is no real title available?)
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• Least product relative error estimation
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• Nonconcave penalized likelihood with a diverging number of parameters.
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Regularization and Variable Selection Via the Elastic Net
• Regularized estimation for the least absolute relative error models with a diverging number of covariates
• Robust Estimation of a Location Parameter
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Statistics for high-dimensional data. Methods, theory and applications.
• Unified LASSO Estimation by Least Squares Approximation
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• \(M\)-estimation of linear models with dependent errors

Cited in

(3)

• Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach
• Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models
• MM for penalized estimation

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