\(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models
type: Item
instance of: scholarly article
title: \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models
zbMATH Open document ID: 1476.62106
author: Yanyan Li
published in: Journal of Multivariate Analysis
publication date: 2021-08-05T00:00:00Z
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 7379049
zbMATH Keywords: \(\ell_{2,0}\)-norm
zbMATH Keywords: multivariate generalized linear models
describes a project that uses: glm
describes a project that uses: Fahrmeir
MaRDI profile type: Publication
full work available at URL: j.jmva.2021.104782
OpenAlex ID: W3177249909
cites work: Convex multi-task feature learning
cites work: A rich family of generalized Poisson regression models with applications
cites work: First-Order Methods in Optimization
cites work: Efficient online and batch learning using forward backward splitting
cites work: Multivariate statistical modelling based on generalized linear models.
cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
cites work: Q5379023
cites work: Model determination and estimation for the growth curve model via group SCAD penalty
cites work: Q3920437
cites work: Smoothly Clipped Absolute Deviation on High Dimensions
cites work: Q5342672
cites work: Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure
cites work: Variable selection and estimation in generalized linear models with the seamless \(L_0\) penalty
cites work: Q3998435
cites work: High-dimensional graphs and variable selection with the Lasso
cites work: Support union recovery in high-dimensional multivariate regression
cites work: Q3134091
cites work: Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
cites work: Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
cites work: On constrained and regularized high-dimensional regression
cites work: Likelihood-Based Selection and Sharp Parameter Estimation
cites work: Q4864293
cites work: Variable selection for multivariate generalized linear models
cites work: Subspace quadratic regularization method for group sparse multinomial logistic regression
cites work: Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models
cites work: Consistent group selection in high-dimensional linear regression
cites work: Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
cites work: On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
cites work: Visual Classification With Multitask Joint Sparse Representation
cites work: Nearly unbiased variable selection under minimax concave penalty
cites work: Q3174050
cites work: The Adaptive Lasso and Its Oracle Properties
DOI: 10.1016/J.JMVA.2021.104782
Recommended article: Generalized ridge estimator and model selection criteria in multivariate linear regression
Recommended article: Generalized linear model selection using \(R^2\)
Recommended article: Model Selection and Minimax Estimation in Generalized Linear Models
Recommended article: Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
Recommended article: Variable selection and estimation in generalized linear models with the seamless \(L_0\) penalty
Recommended article: Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
Recommended article: Variable selection for multivariate generalized linear models
Recommended article: Model Selection Criterion Based on the Multivariate Quasi‐Likelihood for Generalized Estimating Equations
description: scientific article; zbMATH DE number 7379049