Estimation And Selection Via Absolute Penalized Convex Minimization And Its Multistage Adaptive Applications

zbMath1435.62091arXiv1112.6363MaRDI QIDQ5405175

Jian Huang, Cun-Hui Zhang

Publication date: 1 April 2014

Full work available at URL: https://arxiv.org/abs/1112.6363

zbMATH Keywords

variable selectiongeneralized linear modelssparsityselection consistencyoracle inequalitypenalized estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12) Statistical ranking and selection procedures (62F07)

Related Items

Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity, Global solutions to folded concave penalized nonconvex learning, Oracle inequalities for the lasso in the Cox model, Statistical Inference for High-Dimensional Generalized Linear Models With Binary Outcomes, Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit, High-dimensional grouped folded concave penalized estimation via the LLA algorithm, Hard thresholding regression, Unnamed Item, Oracle inequalities for the Lasso in the additive hazards model with interval-censored data, Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data, Sorted concave penalized regression, Strong oracle optimality of folded concave penalized estimation, Unnamed Item, Skinny Gibbs: A Consistent and Scalable Gibbs Sampler for Model Selection, Unnamed Item, High dimensional generalized linear models for temporal dependent data