SCAD-penalized least absolute deviation regression in high-dimensional models
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Cites work
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Asymptotic behavior of M-estimators for the linear model
- Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
- Asymptotic oracle properties of SCAD-penalized least squares estimators
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Asymptotics for Lasso-type estimators.
- Asymptotics with increasing dimension for robust regression with applications to the bootstrap
- Hedonic housing prices and the demand for clean air
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized likelihood with a diverging number of parameters.
- On M-processes and M-estimation
- On parameters of increasing dimensions
- On the adaptive elastic net with a diverging number of parameters
- One-step sparse estimates in nonconcave penalized likelihood models
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- 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
(24)- Regularized estimation for the least absolute relative error models with a diverging number of covariates
- Fused Lasso penalized least absolute deviation estimator for high dimensional linear regression
- Multiple-try simulated annealing algorithm for global optimization
- Modified SCAD penalty for constrained variable selection problems
- Local Walsh-average-based estimation and variable selection for single-index models
- Regularization statistical inferences for partially linear models with high dimensional endogenous covariates
- Cluster-based least absolute deviation regression for dimension reduction
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
- A descent method for least absolute deviation Lasso problems
- Penalized LAD regression for single-index models
- Large sample properties of the SCAD-penalized maximum likelihood estimation on high dimen\-sions
- Asymptotic analysis of high-dimensional LAD regression with Lasso smoother
- The L₁ penalized LAD estimator for high dimensional linear regression
- SCAD penalized rank regression with a diverging number of parameters
- A new penalized least absolute deviation model for high dimensional sparse linear regression and an efficient sequential linear programming algorithm
- Balanced Bayesian Lasso for heavy tails
- Asymptotic oracle properties of SCAD-penalized least squares estimators
- Paths Following Algorithm for Penalized Logistic Regression Using SCAD and MCP
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
- Sparse and robust estimation with ridge minimax concave penalty
- A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty
- Robust Estimation Using Modified Huber’s Functions With New Tails
- Generalized regression estimators with concave penalties and a comparison to lasso type estimators
- Penalized maximum likelihood estimation with nonparametric Gaussian scale mixture errors
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