Improvement on LASSO-type estimator in nonparametric regression

DOI10.1080/10485252.2022.2085700OpenAlexW4283067073MaRDI QIDQ5051335

Yuki Matsushima, Kanta Naito

Publication date: 23 November 2022

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

Full work available at URL: https://doi.org/10.1080/10485252.2022.2085700

zbMATH Keywords

nonparametric regressionvariable selectionLasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• The solution path of the generalized lasso
• One-step sparse estimates in nonconcave penalized likelihood models
• Variable selection in nonparametric additive models
• High-dimensional additive modeling
• Multivariate locally weighted least squares regression
• Selection of variables and dimension reduction in high-dimensional non-parametric regression
• Pivotal estimation via square-root lasso in nonparametric regression
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Nonparametric sparsity and regularization
• SCAD-penalised generalised additive models with non-polynomial dimensionality
• Computer Age Statistical Inference
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Model selection consistency of U-statistics with convex loss and weighted lasso penalty
• A Statistical View of Some Chemometrics Regression Tools
• Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems