Subsampling based variable selection for generalized linear models

DOI10.1016/J.CSDA.2023.107740MaRDI QIDQ6115531zbMATH OpenOpenAlexFDO

Authors Marinela Capanu, M. Giurcanu, Colin B. Begg, Mithat Gönen

Publication date 13 July 2023

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

Full work available at URL https://doi.org/10.1016/j.csda.2023.107740

zbMATH Keywords

variable selectionAICsubsamplingstability selectionscreening threshold

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

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• Regularization and Variable Selection Via the Elastic Net
• Regularizing LASSO: a consistent variable selection method
• Stability selection. With discussion and authors' reply
• The Adaptive Lasso and Its Oracle Properties
• Thresholding least-squares inference in high-dimensional regression models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable Selection with Error Control: Another Look at Stability Selection

Cited in

(3)

• Sparse estimation of parameter support sets for generalized vector autoregressions by resampling and model aggregation
• LowCon: A Design-based Subsampling Approach in a Misspecified Linear Model
• Complete subset averaging approach for high-dimensional generalized linear models

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