Sequential model averaging for high dimensional linear regression models

DOI10.5705/SS.202016.0122MaRDI QIDQ4602133zbMATH OpenOpenAlexFDO

Authors Wei Lan, Yingying Ma, Hansheng Wang, Junlong Zhao, Chih-Ling Tsai

Publication date 26 January 2018

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202016.0122

zbMATH Keywords

sequential screeningforward regressionsequential model averagingunivariate model averaging

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

Recommendations

• A model-averaging approach for high-dimensional regression
• Consistent high-dimensional Bayesian variable selection via penalized credible regions
• Drawing inferences for high-dimensional linear models: a selection-assisted partial regression and smoothing approach
• Stable prediction in high-dimensional linear models
• Efficient test-based variable selection for high-dimensional linear models

Cited in

(6)

• A model-averaging method for high-dimensional regression with missing responses at random
• High-dimensional model averaging for quantile regression
• A model-averaging approach for high-dimensional regression
• Stable prediction in high-dimensional linear models
• Penalized Mallow’s model averaging
• Model selection properties of forward selection and sequential cross‐validation for high‐dimensional regression

This page was built for publication: Sequential model averaging for high dimensional linear regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4602133)