Least squares approximation with a diverging number of parameters
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Cites work
- scientific article; zbMATH DE number 5691097 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- L 1-Regularization Path Algorithm for Generalized Linear Models
- A well-conditioned estimator for large-dimensional covariance matrices
- Adaptive Lasso for Cox's proportional hazards model
- Adaptive Lasso for sparse high-dimensional regression models
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Extended Bayesian information criteria for model selection with large model spaces
- Lasso-type recovery of sparse representations for high-dimensional data
- Least angle regression. (With discussion)
- Nonconcave penalized likelihood with a diverging number of parameters.
- On parameters of increasing dimensions
- Regression coefficient and autoregressive order shrinkage and selection via the lasso
- Shrinkage tuning parameter selection with a diverging number of parameters
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- The Adaptive Lasso and Its Oracle Properties
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(11)- Variable selection in high-dimensional linear model with possibly asymmetric errors
- Penalized least squares approximation methods and their applications to stochastic processes
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
- Distributed adaptive lasso penalized generalized linear models for big data
- Least-squares approach to problems with inexact values of the function and its argument
- Unified LASSO Estimation by Least Squares Approximation
- Regularized estimation for the least absolute relative error models with a diverging number of covariates
- SCAD penalized rank regression with a diverging number of parameters
- A new approach to variable selection in least squares problems
- Quadratic approximation via the SCAD penalty with a diverging number of parameters
- Shrinkage estimation analysis of correlated binary data with a diverging number of parameters
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