Unified LASSO Estimation by Least Squares Approximation
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 102 (2007)
Issue (Month): (September)
Contact details of provider:
Web page: http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Arslan, Olcay, 2012. "Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1952-1965.
- Chenlei Leng & Minh-Ngoc Tran & David Nott, 2014. "Bayesian adaptive Lasso," Annals of the Institute of Statistical Mathematics, Springer, vol. 66(2), pages 221-244, April.
- Lee, Eun Ryung & Park, Byeong U., 2012. "Sparse estimation in functional linear regression," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 1-17.
- Ulrike Schneider & Martin Wagner, 2009.
"Catching Growth Determinants with the Adaptive Lasso,"
wiiw Working Papers
55, The Vienna Institute for International Economic Studies, wiiw.
- Ulrike Schneider & Martin Wagner, 2012. "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, Verein für Socialpolitik, vol. 13(1), pages 71-85, 02.
- Schneider, Ulrike & Wagner, Martin, 2008. "Catching Growth Determinants with the Adaptive LASSO," Economics Series 232, Institute for Advanced Studies.
- Anders Gorst-Rasmussen & Thomas H. Scheike, . "Coordinate Descent Methods for the Penalized Semiparametric Additive Hazards Model," Journal of Statistical Software, American Statistical Association, vol. 47(i09).
- Zhangong Zhou & Rong Jiang & Weimin Qian, 2011. "Variable selection for additive partially linear models with measurement error," Metrika, Springer, vol. 74(2), pages 185-202, September.
- Kwon, Sunghoon & Choi, Hosik & Kim, Yongdai, 2011. "Quadratic approximation on SCAD penalized estimation," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 421-428, January.
- Wei Qian & Yuhong Yang, 2013. "Model selection via standard error adjusted adaptive lasso," Annals of the Institute of Statistical Mathematics, Springer, vol. 65(2), pages 295-318, April.
- Lee, Sangin & Kim, Yongdai & Kwon, Sunghoon, 2012. "Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters," Statistics & Probability Letters, Elsevier, vol. 82(9), pages 1710-1717.
- Anestis Antoniadis & Piotr Fryzlewicz & Frédérique Letué, 2010. "The Dantzig selector in Cox's proportional hazards model," LSE Research Online Documents on Economics 30992, London School of Economics and Political Science, LSE Library.
- Zhang, Hao Helen & Lu, Wenbin & Wang, Hansheng, 2010. "On sparse estimation for semiparametric linear transformation models," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1594-1606, August.
- Pötscher, Benedikt M. & Schneider, Ulrike, 2007. "On the distribution of the adaptive LASSO estimator," MPRA Paper 6913, University Library of Munich, Germany.
- Lai, Peng & Wang, Qihua & Zhou, Xiao-Hua, 2014. "Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 241-256.
- Li-Ping Zhu & Lin-Yi Qian & Jin-Guan Lin, 2011. "Variable selection in a class of single-index models," Annals of the Institute of Statistical Mathematics, Springer, vol. 63(6), pages 1277-1293, December.
- Leng, Chenlei & Li, Bo, 2010. "Least squares approximation with a diverging number of parameters," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 254-261, February.
- Pötscher, Benedikt M., 2007. "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper 5677, University Library of Munich, Germany.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.