Least squares approximation with a diverging number of parameters
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Publication:844883
DOI10.1016/J.SPL.2009.10.015zbMATH Open1180.62081OpenAlexW2065927680MaRDI QIDQ844883FDOQ844883
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
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Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Least angle regression. (With discussion)
- Extended Bayesian information criteria for model selection with large model spaces
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Lasso-type recovery of sparse representations for high-dimensional data
- A well-conditioned estimator for large-dimensional covariance matrices
- Shrinkage tuning parameter selection with a diverging number of parameters
- Adaptive Lasso for sparse high-dimensional regression models
- 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
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Nonconcave penalized likelihood with a diverging number of parameters.
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Adaptive Lasso for Cox's proportional hazards model
- Title not available (Why is that?)
- On parameters of increasing dimensions
Cited In (9)
- Variable selection in high-dimensional linear model with possibly asymmetric errors
- Distributed adaptive lasso penalized generalized linear models for big data
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
- Unified LASSO Estimation by Least Squares Approximation
- Least-squares approach to problems with inexact values of the function and its argument
- SCAD penalized rank regression with a diverging number of parameters
- A new approach to variable selection in least squares problems
- Shrinkage estimation analysis of correlated binary data with a diverging number of parameters
- Quadratic Approximation via the SCAD Penalty with a Diverging Number of Parameters
Uses Software
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