Penalized least-squares estimation for regression coefficients in high-dimensional partially linear models

DOI10.1016/J.JSPI.2011.03.005zbMATH Open1231.62099OpenAlexW2007168342MaRDI QIDQ645606FDOQ645606

Authors: Huey-Fan Ni 

Publication date: 10 November 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.03.005

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zbMATH Keywords

consistencysparsitylocal quadratic approximationGauss-Seidel iterationgroup SCAD-penalized

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Model Selection and Estimation in Regression with Grouped Variables
• Title not available (Why is that?)
• SCAD-penalized regression in high-dimensional partially linear models
• Variable selection using MM algorithms
• Title not available (Why is that?)
• Nonconcave penalized likelihood with a diverging number of parameters.
• Title not available (Why is that?)
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Profile-kernel likelihood inference with diverging number of parameters
• On the rate of convergence of the ECM algorithm

Cited In (14)

• Recovery of partly sparse and dense signals
• Penalized estimation in additive varying coefficient models using grouped regularization
• Partial consistency with sparse incidental parameters
• Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data
• Robust group non-convex estimations for high-dimensional partially linear models
• Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression
• Penalized estimation of high-dimensional models under a generalized sparsity condition
• Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout
• Pivotal Estimation in High-Dimensional Regression via Linear Programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Penalized least squares estimation with weakly dependent data

Uses Software

• Excel

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