Automatic grouping using smooth-threshold estimating equations

DOI10.1214/11-EJS608zbMath1274.62470MaRDI QIDQ1952187

Masao Ueki, Yoshinori Kawasaki

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1303996032

zbMATH Keywords

variable selectionLassoautomatic groupingsmooth-thresholding

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (4)

Modified SEE variable selection for varying coefficient instrumental variable models ⋮ Instrumental variable based variable selection for generalized linear models with endogenous covariates ⋮ Modified see variable selection for linear instrumental variable regression models ⋮ Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates

Uses Software

• CasANOVA

Cites Work

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