Consistent significance controlled variable selection in high-dimensional regression

DOI10.1002/sta4.210MaRDI QIDQ6541483

Jong-Wook Kim, Adriano Zanin Zambom

Publication date: 19 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

consistencyfalse discovery rateminmaxforward selectioncorrect fit

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• The Adaptive Lasso and Its Oracle Properties
• Parsimonious additive models
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• Least angle regression. (With discussion)
• Consistent variable selection in high dimensional regression via multiple testing
• Better Subset Regression Using the Nonnegative Garrote
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• Model selection by multiple test procedures
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Consistent Variable Selection in Linear Models
• Regularization and Variable Selection Via the Elastic Net

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