Studies of the adaptive network-constrained linear regression and its application

DOI10.1016/J.CSDA.2015.06.008MaRDI QIDQ1663145zbMATH OpenOpenAlexFDO

Authors Hu Yang, Danhui Yi

Publication date 21 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2015.06.008

zbMATH Keywords

variable selectionsadaptive network penaltyP/E ratio

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 964896 (Why is no real title available?)
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
• Asymptotics for Lasso-type estimators.
• Coordinate descent algorithms for lasso penalized regression
• Feature selection guided by structural information
• Least angle regression. (With discussion)
• Regularization and Variable Selection Via the Elastic Net
• Sparsity and Smoothness Via the Fused Lasso
• The Adaptive Lasso and Its Oracle Properties
• The Group Lasso for Logistic Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• \(L_{1}\) penalized estimation in the Cox proportional hazards model

Cited in

(1)

• A model-free variable selection method for reducing the number of redundant variables

Describes a project that uses

Uses Software

• ElemStatLearn

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