Penalized M-estimation based on standard error adjusted adaptive elastic-net

DOI10.1007/S11424-023-1400-0MaRDI QIDQ6131033zbMATH OpenOpenAlexFDO

Authors Xianjun Wu, Mingqiu Wang, Wenting Hu, Guo-Liang Tian

Publication date 3 April 2024

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-023-1400-0

zbMATH Keywords

oracle property\(M\)-estimationadaptive elastic netstandard error

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 2148827 (Why is no real title available?)
• scientific article; zbMATH DE number 775848 (Why is no real title available?)
• scientific article; zbMATH DE number 6472991 (Why is no real title available?)
• A Statistical View of Some Chemometrics Regression Tools
• A strongly consistent information criterion for linear model selection based on \(M\)-estimation
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Asymptotic behavior of M-estimators for the linear model
• Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
• Estimating the dimension of a model
• Hedonic housing prices and the demand for clean air
• Least angle regression. (With discussion)
• Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
• Model selection via standard error adjusted adaptive Lasso
• Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection
• Nonconcave penalized M-estimation with a diverging number of parameters
• On M-processes and M-estimation
• On the adaptive elastic net with a diverging number of parameters
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Regularization and Variable Selection Via the Elastic Net
• Robust Estimation of a Location Parameter
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The Adaptive Lasso and Its Oracle Properties
• Variable selection of varying dispersion student-\(t\) regression models
• \(M\)-estimation of linear models with dependent errors

This page was built for publication: Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6131033)