Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail

DOI10.5705/SS.202020.0495MaRDI QIDQ5041338zbMATH OpenOpenAlexFDO

Authors

Publication date 13 October 2022

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.04840

zbMATH Keywords

irrepresentable conditionLassomodel selection consistencypartial correlationsmoothly clipped absolute deviation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(4)

• Semi-standard partial covariance variable selection when irrepresentable conditions fail
• Variable selection for generalized linear model with highly correlated covariates
• Benchmarking sparse variable selection methods for genomic data analyses
• Simultaneous clustering of individuals and covariates for high-dimensional longitudinal data

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Uses Software

• ScreenClean

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