Variable selection for semiparametric regression models with iterated penalisation

DOI10.1080/10485252.2012.661054MaRDI QIDQ2892927zbMATH OpenOpenAlexWikidataFDO

Authors Ying Dai, Shuangge Ma

Publication date 25 June 2012

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc3367330

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Multivariate analysis (62H99) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Convergence of a block coordinate descent method for nondifferentiable minimization
• High-dimensional generalized linear models and the lasso
• High-dimensional graphs and variable selection with the Lasso
• Model Selection and Estimation in Regression with Grouped Variables
• Nearly unbiased variable selection under minimax concave penalty
• Penalized variable selection procedure for Cox models with semiparametric relative risk
• Relaxed Lasso
• SCAD-penalized regression in high-dimensional partially linear models
• Semiparametric and nonparametric methods in econometrics
• Semiparametric Regression
• The Adaptive Lasso and Its Oracle Properties
• The Group Lasso for Logistic Regression
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Variable selection in semiparametric regression modeling
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Weak convergence and empirical processes. With applications to statistics

Cited in

(10)

• Consistent covariate selection and post model selection inference in semiparametric regression.
• Iterative smooth \(L_{1/2}\) algorithm for variable selection
• Variable Selection for Semiparametric Isotonic Regression Models
• Penalised variable selection with U-estimates
• Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
• scientific article; zbMATH DE number 6162361 (Why is no real title available?)
• The revisited knockoffs method for variable selection in L₁-penalized regressions
• scientific article; zbMATH DE number 5224884 (Why is no real title available?)
• Double sparsity garrotized kernel machine in high-dimensional partially linear model
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property

Describes a project that uses

Uses Software

• ElemStatLearn

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