Robust combination of model selection methods for prediction

DOI10.5705/SS.2010.023MaRDI QIDQ2905107zbMATH OpenOpenAlexFDO

Authors Xiaoqiao Wei, Yuhong Yang

Publication date 24 August 2012

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/688ad5c9cf4c964745a3537b87d0f7e6b3aa13c6

zbMATH Keywords

adaptive LASSOARMLASSOSCAD

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Recommendations

• scientific article; zbMATH DE number 2015216
• Robust model selection in generalized linear models
• Combining Linear Regression Models
• Adaptive Regression by Mixing
• Robust adaptive Lasso for variable selection

Cited in

(7)

• Detangling robustness in high dimensions: composite versus model-averaged estimation
• Combining model selection procedures for online prediction
• scientific article; zbMATH DE number 2015216 (Why is no real title available?)
• Classification trees aided mixed regression model
• scientific article; zbMATH DE number 5056249 (Why is no real title available?)
• Optimal model averaging for divergent-dimensional Poisson regressions
• Prediction consistency of forward iterated regression and selection technique

This page was built for publication: Robust combination of model selection methods for prediction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2905107)