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Variable Selection With the Strong Heredity Constraint and Its Oracle Property

Citations

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Cited by:

  1. Ziel, Florian, 2016. "Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR–ARCH type processes," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 773-793.
  2. VÁZQUEZ-ALCOCER, Alan & SCHOEN, Eric D. & GOOS, Peter, 2018. "A mixed integer optimization approach for model selection in screening experiments," Working Papers 2018007, University of Antwerp, Faculty of Business and Economics.
  3. Li Yun & O’Connor George T. & Dupuis Josée & Kolaczyk Eric, 2015. "Modeling gene-covariate interactions in sparse regression with group structure for genome-wide association studies," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 14(3), pages 265-277, June.
  4. Li, Haocheng & Shu, Di & He, Wenqing & Yi, Grace Y., 2019. "Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates," Computational Statistics & Data Analysis, Elsevier, vol. 135(C), pages 25-34.
  5. Ning Hao & Hao Helen Zhang, 2017. "A Note on High-Dimensional Linear Regression With Interactions," The American Statistician, Taylor & Francis Journals, vol. 71(4), pages 291-297, October.
  6. Florian Ziel, 2015. "Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes," Papers 1502.06557, arXiv.org, revised Dec 2015.
  7. Loann David Denis Desboulets, 2018. "A Review on Variable Selection in Regression Analysis," Econometrics, MDPI, vol. 6(4), pages 1-27, November.
  8. Yawei He & Zehua Chen, 2016. "The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(1), pages 155-180, February.
  9. Gregor Stiglic & Petra Povalej Brzan & Nino Fijacko & Fei Wang & Boris Delibasic & Alexandros Kalousis & Zoran Obradovic, 2015. "Comprehensible Predictive Modeling Using Regularized Logistic Regression and Comorbidity Based Features," PLOS ONE, Public Library of Science, vol. 10(12), pages 1-11, December.
  10. Zhao, Weihua & Lian, Heng, 2017. "Quantile index coefficient model with variable selection," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 40-58.
  11. Ryan A. Peterson & Joseph E. Cavanaugh, 2022. "Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(3), pages 427-454, September.
  12. Wang, Lu & Shen, Jincheng & Thall, Peter F., 2014. "A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint," Statistics & Probability Letters, Elsevier, vol. 93(C), pages 126-133.
  13. Feng Li & Yajie Li & Sanying Feng, 2021. "Estimation for Varying Coefficient Models with Hierarchical Structure," Mathematics, MDPI, vol. 9(2), pages 1-18, January.
  14. Radchenko, Peter, 2015. "High dimensional single index models," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 266-282.
  15. Bhatnagar, Sahir R. & Lu, Tianyuan & Lovato, Amanda & Olds, David L. & Kobor, Michael S. & Meaney, Michael J. & O'Donnell, Kieran & Yang, Archer Y. & Greenwood, Celia M.T., 2023. "A sparse additive model for high-dimensional interactions with an exposure variable," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
  16. Yao Dong & He Jiang, 2018. "A Two-Stage Regularization Method for Variable Selection and Forecasting in High-Order Interaction Model," Complexity, Hindawi, vol. 2018, pages 1-12, November.
  17. Xiong, Wei & Chen, Yaxian & Ma, Shuangge, 2023. "Unified model-free interaction screening via CV-entropy filter," Computational Statistics & Data Analysis, Elsevier, vol. 180(C).
  18. He Jiang, 2022. "A novel robust structural quadratic forecasting model and applications," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1156-1180, September.
  19. Hristina Pashova & Michael LeBlanc & Charles Kooperberg, 2017. "Structured Detection of Interactions with the Directed Lasso," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 9(2), pages 676-691, December.
  20. Jonathan Boss & Alexander Rix & Yin‐Hsiu Chen & Naveen N. Narisetty & Zhenke Wu & Kelly K. Ferguson & Thomas F. McElrath & John D. Meeker & Bhramar Mukherjee, 2021. "A hierarchical integrative group least absolute shrinkage and selection operator for analyzing environmental mixtures," Environmetrics, John Wiley & Sons, Ltd., vol. 32(8), December.
  21. Shuluo Ning & Eunshin Byon & Teresa Wu & Jing Li, 2017. "A sparse partitioned-regression model for nonlinear system–environment interactions," IISE Transactions, Taylor & Francis Journals, vol. 49(8), pages 814-826, August.
  22. Han Li & Yashu Liu & Pinghua Gong & Changshui Zhang & Jieping Ye & for the Alzheimers Disease Neuroimaging Initiative, 2014. "Hierarchical Interactions Model for Predicting Mild Cognitive Impairment (MCI) to Alzheimer's Disease (AD) Conversion," PLOS ONE, Public Library of Science, vol. 9(1), pages 1-11, January.
  23. Wang, Cheng & Chen, Haozhe & Jiang, Binyan, 2024. "HiQR: An efficient algorithm for high-dimensional quadratic regression with penalties," Computational Statistics & Data Analysis, Elsevier, vol. 192(C).
  24. Zeyu Bian & Erica E. M. Moodie & Susan M. Shortreed & Sahir Bhatnagar, 2023. "Variable selection in regression‐based estimation of dynamic treatment regimes," Biometrics, The International Biometric Society, vol. 79(2), pages 988-999, June.
  25. Randall Reese & Guifang Fu & Geran Zhao & Xiaotian Dai & Xiaotian Li & Kenneth Chiu, 2022. "Epistasis Detection via the Joint Cumulant," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 14(3), pages 514-532, December.
  26. Sanying Feng & Menghan Zhang & Tiejun Tong, 2022. "Variable selection for functional linear models with strong heredity constraint," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(2), pages 321-339, April.
  27. Justin B. Post & Howard D. Bondell, 2013. "Factor Selection and Structural Identification in the Interaction ANOVA Model," Biometrics, The International Biometric Society, vol. 69(1), pages 70-79, March.
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