Least squares approximation with a diverging number of parameters

DOI10.1016/j.spl.2009.10.015zbMath1180.62081OpenAlexW2065927680MaRDI QIDQ844883

N. E. Zubov

Publication date: 5 February 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.10.015

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items (6)

Variable selection in high-dimensional linear model with possibly asymmetric errors ⋮ Distributed adaptive lasso penalized generalized linear models for big data ⋮ Shrinkage estimation analysis of correlated binary data with a diverging number of parameters ⋮ Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters ⋮ SCAD penalized rank regression with a diverging number of parameters ⋮ Quadratic Approximation via the SCAD Penalty with a Diverging Number of Parameters

Uses Software

• SparseLOGREG

Cites Work

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• On parameters of increasing dimensions
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• Least angle regression. (With discussion)
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
• Extended Bayesian information criteria for model selection with large model spaces
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Regression coefficient and autoregressive order shrinkage and selection via the lasso
• L 1-Regularization Path Algorithm for Generalized Linear Models
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Adaptive Lasso for Cox's proportional hazards model

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