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Unified LASSO Estimation by Least Squares Approximation


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  • Wang, Hansheng
  • Leng, Chenlei


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Bibliographic Info

Article provided by American Statistical Association in its journal Journal of the American Statistical Association.

Volume (Year): 102 (2007)
Issue (Month): (September)
Pages: 1039-1048

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Handle: RePEc:bes:jnlasa:v:102:y:2007:m:september:p:1039-1048

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Cited by:
  1. 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.
  2. 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.
  3. Lee, Eun Ryung & Park, Byeong U., 2012. "Sparse estimation in functional linear regression," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 1-17.
  4. Ulrike Schneider & Martin Wagner, 2009. "Catching Growth Determinants with the Adaptive Lasso," wiiw Working Papers 55, The Vienna Institute for International Economic Studies, wiiw.
  5. 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).
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Pötscher, Benedikt M. & Schneider, Ulrike, 2007. "On the distribution of the adaptive LASSO estimator," MPRA Paper 6913, University Library of Munich, Germany.
  13. 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.
  14. 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.
  15. 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.
  16. Pötscher, Benedikt M., 2007. "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper 5677, University Library of Munich, Germany.


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