Variable selection in high-dimensional double generalized linear models
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- scientific article; zbMATH DE number 3844843
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Cites work
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 3458075 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Generalized Linear Modeling Approach to Robust Design
- An extended quasi-likelihood function
- Analyzing Dispersion Effects from Replicated Factorial Experiments
- Asymptotic Statistics
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Better Subset Regression Using the Nonnegative Garrote
- Dispersion Effects from Unreplicated Designs in the 2 k-p Series
- Generalized quasi-likelihood
- Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
- Least angle regression. (With discussion)
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonparametric estimation of mean and dispersion functions in extended generalized linear models
- One-step sparse estimates in nonconcave penalized likelihood models
- Shrinkage tuning parameter selection with a diverging number of parameters
- Simultaneous variable selection for heteroscedastic regression models
- Statistical inference for fixed-effects partially linear regression models with errors in variables
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in joint generalized linear models
- Variable selection in semiparametric regression modeling
Cited in
(24)- Robust variable selection for generalized linear models with a diverging number of parameters
- Penalized weighted composite quantile estimators with missing covariates
- Variable selection for generalized varying coefficient models with longitudinal data
- Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors
- Variable selection for high‐dimensional generalized linear model with block‐missing data
- Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso
- A note on quantile feature screening via distance correlation
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Quasi-likelihood bridge estimators for high-dimensional generalized linear models
- A procedure for variable selection in double generalized linear models
- Robust and consistent variable selection in high-dimensional generalized linear models
- Variable selection in the high-dimensional continuous generalized linear model with current status data
- Variable selection in joint generalized linear models
- Model-free conditional screening via conditional distance correlation
- scientific article; zbMATH DE number 7108807 (Why is no real title available?)
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Variable selection for multivariate generalized linear models
- Optimal subsampling for double generalized linear models with heterogeneous massive data
- B spline variable selection for the single index models
- Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter
- Principal component selection via adaptive regularization method and generalized information criterion
- Bridge estimation for generalized linear models with a diverging number of parameters
- Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure
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