Bridge estimators and the adaptive Lasso under heteroscedasticity
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Publication:893067
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Cites work
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- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A Statistical View of Some Chemometrics Regression Tools
- Adaptive Lasso for sparse high-dimensional regression models
- An Effective Bandwidth Selector for Local Least Squares Regression
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Asymptotics for Lasso-type estimators.
- Better Subset Regression Using the Nonnegative Garrote
- DASSO: Connections Between the Dantzig Selector and Lasso
- Estimating the dimension of a model
- Least angle regression. (With discussion)
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Nonconcave penalized likelihood with a diverging number of parameters.
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- Regularization and Variable Selection Via the Elastic Net
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Smoothly clipped absolute deviation on high dimensions
- Sparse estimators and the oracle property, or the return of Hodges' estimator
- Testing Heteroscedasticity In Nonparametric Regression
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Focused Information Criterion
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(6)- Bridge Estimators in the Partially Linear Model with High Dimensionality
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes
- Asymptotics of the adaptive elastic net estimation for conditional heteroscedastic time series models
- The adaptive Lasso in high-dimensional sparse heteroscedastic models
- Orthogonal one step greedy procedure for heteroscedastic linear models
- Adaptive group bridge estimation for high-dimensional partially linear models
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