Adaptive group Lasso for high-dimensional generalized linear models

DOI10.1007/s00362-017-0882-zzbMath1432.62225OpenAlexW2585469128MaRDI QIDQ2010806

Mingqiu Wang, Guo-Liang Tian

Publication date: 28 November 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-017-0882-z

zbMATH Keywords

high-dimensional datageneralized linear modelsgroup selectionoracle property

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items (5)

Model-free conditional screening via conditional distance correlation ⋮ Bayesian group selection in logistic regression with application to MRI data analysis ⋮ Automatic selection by penalized asymmetric L _q -norm in a high-dimensional model with grouped variables ⋮ Detection of similar successive groups in a model with diverging number of variable groups ⋮ Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood

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