Variable selection via the weighted group Lasso for factor analysis models
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Cites work
- A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
- Bayesian information criteria and smoothing parameter selection in radial basis function networks
- EM algorithms for ML factor analysis
- Estimating the dimension of a model
- Factor analysis and AIC
- scientific article; zbMATH DE number 3878170 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 2063756 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Identification of inconsistent variates in factor analysis
- Information criteria and statistical modeling.
- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
- Nonlinear regression modeling via the lasso-type regularization
- On the ``degrees of freedom of the lasso
- On various causes of improper solutions in maximum likelihood factor analysis
- Regularization and Variable Selection Via the Elastic Net
- Some contributions to maximum likelihood factor analysis
- Stepwise variable selection in factor analysis
- The Adaptive Lasso and Its Oracle Properties
- The varimax criterion for analytic rotation in factor analysis
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(16)- Parsimonious Bayesian factor analysis for modelling latent structures in spectroscopy data
- Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case
- Globally sparse and locally dense signal recovery for compressed sensing
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Grouping Variable Selection by Weight Fused Elastic Net for Multi-Collinear Data
- Simultaneous variable and factor selection via sparse group lasso in factor analysis
- Principal component selection via adaptive regularization method and generalized information criterion
- Group variable selection via SCAD-L2
- Assuming independence in spatial latent variable models: Consequences and implications of misspecification
- Structural factor equation models for causal network construction via directed acyclic mixed graphs
- Mediation analysis with latent factors using simultaneous group-wise and parameter-wise penalization
- Algebraic approach to maximum likelihood factor analysis
- Robust and consistent model evaluation criteria in high-dimensional regression
- Matching criterion for identifiability in sparse factor analysis
- A deep learning algorithm for high-dimensional exploratory item factor analysis
- Shrinkage estimation of dynamic panel data models with interactive fixed effects
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