Penalized estimation in finite mixture of ultra-high dimensional regression models

DOI10.1080/03610926.2020.1851717OpenAlexW3108431481MaRDI QIDQ5095987

Jiali Zheng, Shiyi Tang

Publication date: 12 August 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1851717

zbMATH Keywords

EM algorithmvariable selectionorder selectionfinite mixture of regression modelsultra-high dimensional regression

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• glmnet

Cites Work

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• Penalized minimum‐distance estimates in finite mixture models
• A new model selection procedure for finite mixture regression models
• Smoothly Clipped Absolute Deviation on High Dimensions
• Order Selection in Finite Mixture Models With a Nonsmooth Penalty

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