Regression estimation via information-weighted composite models with different dimensions

DOI10.1080/03610918.2019.1586928zbMath1497.62094OpenAlexW2934955624MaRDI QIDQ5082635

Mian Huang, Weixin Yao, Kang He

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1586928

zbMATH Keywords

EM algorithminformation criteriacomposite models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Cites Work

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• Model Selection and Multimodel Inference
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
• A new look at the statistical model identification

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