Variable selection using penalized empirical likelihood
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Cites work
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- A Statistical View of Some Chemometrics Regression Tools
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- Discussion: One-step sparse estimates in nonconcave penalized likelihood models
- Empirical likelihood and general estimating equations
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- Empirical likelihood for linear models
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
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- Heuristics of instability and stabilization in model selection
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- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
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- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
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- One-step sparse estimates in nonconcave penalized likelihood models
- Regularization and Variable Selection Via the Elastic Net
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The elements of statistical learning. Data mining, inference, and prediction
- The risk inflation criterion for multiple regression
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- Variable Selection in Finite Mixture of Regression Models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection for multivariate failure time data
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- Variable selection using MM algorithms
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
Cited in
(27)- Penalised variable selection with U-estimates
- Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data
- Penalized empirical likelihood for partially linear errors-in-variables models
- Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Empirical likelihood based variable selection
- Variable selection in linear mixed models using an extended class of penalties
- Penalized high-dimensional empirical likelihood
- Robust penalized empirical likelihood estimation method for linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in joint mean and dispersion models via double penalized likelihood
- The revisited knockoffs method for variable selection in L1-penalized regressions
- Inference after variable selection using restricted permutation methods
- Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects
- Moment conditions selection based on adaptive penalized empirical likelihood
- Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors
- Confounder selection via penalized credible regions
- Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood
- Penalized generalized empirical likelihood in high-dimensional weakly dependent data
- Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters
- Penalized empirical likelihood for generalized linear models with longitudinal data
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
- scientific article; zbMATH DE number 6162361 (Why is no real title available?)
- Variable selection for multiply-imputed data with penalized generalized estimating equations
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
- Using penalized likelihood to select parameters in a random coefficients multinomial logit model
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