Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
From MaRDI portal
Publication:6567884
DOI10.1080/01621459.2022.2147074MaRDI QIDQ6567884
Zhengjun Zhang, [[Person:6567883|Author name not available (Why is that?)]]
Publication date: 5 July 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Confidence regions in semilinear regression
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Structure identification in panel data analysis
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Model selection by LASSO methods in a change-point model
- On asymptotic distribution theory in segmented regression problems - identified case
- The expected number of local maxima of a random field and the volume of tubes
- Asymptotics for Lasso-type estimators.
- Identifying latent group structures in nonlinear panels
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sample Splitting and Threshold Estimation
- Multiple Change-Points Estimation in Linear Regression Models via Sparse Group Lasso
- Sure explained variability and independence screening
- High Dimensional Change Point Estimation via Sparse Projection
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
- Statistical Foundations of Data Science
- Multiple Change-Point Estimation With a Total Variation Penalty
- Regularization and Variable Selection Via the Elastic Net
- Homogeneity Pursuit
- Inference about the intersection in two-phase regression
- The Lasso for High Dimensional Regression with a Possible Change Point
- Regression Kink With an Unknown Threshold
- Homogeneity Pursuit in Single Index Models based Panel Data Analysis
This page was built for publication: Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567884)
