Shrinkage estimation analysis of correlated binary data with a diverging number of parameters

DOI10.1007/S11425-012-4564-YzbMath1261.62018OpenAlexW2102041179MaRDI QIDQ1945499

Wenjiang Fu, Pei-Rong Xu, Li Xing Zhu

Publication date: 8 April 2013

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-012-4564-y

zbMATH Keywords

variable selectionGEEadaptive LASSOoracle propertiesdiverging number of parameterspenalized quadratic form functionsandwich covariance formula

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Statistical ranking and selection procedures (62F07)

Related Items (9)

Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data ⋮ Automatic variable selection for longitudinal generalized linear models ⋮ Instrumental variable based variable selection for generalized linear models with endogenous covariates ⋮ Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data ⋮ Penalized joint generalized estimating equations for longitudinal binary data ⋮ Weighted least squares estimation for exchangeable binary data ⋮ Ultrahigh dimensional time course feature selection ⋮ High-dimensional generalized semiparametric model for longitudinal data ⋮ Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates

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