Threshold Estimation via Group Orthogonal Greedy Algorithm

DOI10.1080/07350015.2015.1064820MaRDI QIDQ6616616zbMATH OpenFDO

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

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• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Testing and Modeling Threshold Autoregressive Processes
• The Adaptive Lasso and Its Oracle Properties
• Threshold models in time series analysis -- 30 years on
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Weak greedy algorithms

Cited in

(1)

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

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