A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach
From MaRDI portal
Publication:6164715
DOI10.1080/03610926.2022.2028841OpenAlexW4210587712MaRDI QIDQ6164715
Yan Song, Yali Fan, Unnamed Author, Zijun Guo
Publication date: 28 July 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2022.2028841
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- Variable selection in robust regression models for longitudinal data
- Group and within-group variable selection for competing risks data
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- False discoveries occur early on the Lasso path
- Broken adaptive ridge regression and its asymptotic properties
- Simultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge Regression
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Unified LASSO Estimation by Least Squares Approximation
- Iteratively reweighted least squares minimization for sparse recovery
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses
- The Broken Adaptive Ridge Procedure and Its Applications
- Robust Variable Selection in Linear Mixed Models
- Regularization and Variable Selection Via the Elastic Net
- Feature screening in ultrahigh dimensional cox's model
