Threshold Estimation via Group Orthogonal Greedy Algorithm

DOI10.1080/07350015.2015.1064820zbMATH Open1546.62956MaRDI QIDQ6616616FDOQ6616616

Authors: Ngai Hang Chan, Ching-Kang Ing, Yuanbo Li, Chun Yip Yau 

Publication date: 9 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Least angle regression. (With discussion)
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Simultaneous analysis of Lasso and Dantzig selector
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• High Dimensional Variable Selection via Tilting
• Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
• Limiting properties of the least squares estimator of a continuous threshold autoregressive model
• A stepwise regression method and consistent model selection for highdimensional sparse linear models
• Weak greedy algorithms
• Estimation and model selection based inference in single and multiple threshold models.
• Testing and Modeling Threshold Autoregressive Processes
• Threshold models in time series analysis -- 30 years on
• On the least squares estimation of multiple-regime threshold autoregressive models
• Numerical issues in threshold autoregressive modeling of time series
• Title not available (Why is that?)

Cited In (1)

• Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model

This page was built for publication: Threshold Estimation via Group Orthogonal Greedy Algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6616616)