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

DOI10.1016/J.JSPI.2011.03.005MaRDI QIDQ645606zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

consistencysparsitylocal quadratic approximationGauss-Seidel iterationgroup SCAD-penalized

Mathematics Subject Classification ID

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

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• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Model Selection and Estimation in Regression with Grouped Variables
• Nonconcave penalized likelihood with a diverging number of parameters.
• On the rate of convergence of the ECM algorithm
• Profile-kernel likelihood inference with diverging number of parameters
• SCAD-penalized regression in high-dimensional partially linear models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection using MM algorithms

Cited in

(14)

• Recovery of partly sparse and dense signals
• Penalized estimation in additive varying coefficient models using grouped regularization
• Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data
• Partial consistency with sparse incidental parameters
• Robust group non-convex estimations for high-dimensional partially linear models
• Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression
• Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout
• Penalized estimation of high-dimensional models under a generalized sparsity condition
• Pivotal Estimation in High-Dimensional Regression via Linear Programming
• scientific article; zbMATH DE number 5060407 (Why is no real title available?)
• scientific article; zbMATH DE number 6982301 (Why is no real title available?)
• scientific article; zbMATH DE number 1833941 (Why is no real title available?)
• scientific article; zbMATH DE number 6263018 (Why is no real title available?)
• Penalized least squares estimation with weakly dependent data

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• Excel

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