Zhou, Le; Zou, Hui Cross-fitted residual regression for high-dimensional heteroscedasticity pursuit. (English) Zbl 07707222 J. Am. Stat. Assoc. 118, No. 542, 1056-1065 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Yang, Yuehan; Xia, Siwei; Yang, Hu Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures. (English) Zbl 1543.62232 Comput. Stat. Data Anal. 178, Article ID 107620, 14 p. (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Luo, Bin; Gao, Xiaoli High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data. (English) Zbl 1520.62095 J. Multivariate Anal. 192, Article ID 105080, 21 p. (2022). MSC: 62J07 62H12 62F12 62F35 62J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
He, Xiaohong; Yang, Yaohong; Wang, Lei Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates. (English) Zbl 1493.62168 J. Nonparametric Stat. 34, No. 2, 407-427 (2022). MSC: 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Xia, Siwei; Yang, Yuehan; Yang, Hu Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems. (English) Zbl 1484.62096 Test 31, No. 1, 255-277 (2022). MSC: 62J07 62F12 62J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Lyuou; Zhou, Wen; Wang, Haonan A semiparametric latent factor model for large scale temporal data with heteroscedasticity. (English) Zbl 1476.62130 J. Multivariate Anal. 186, Article ID 104786, 21 p. (2021). MSC: 62H25 62M10 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Pratola, M. T.; Chipman, H. A.; George, E. I.; McCulloch, R. E. Heteroscedastic BART via multiplicative regression trees. (English) Zbl 07499266 J. Comput. Graph. Stat. 29, No. 2, 405-417 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Yuan; Mark, Benjamin; Raskutti, Garvesh; Willett, Rebecca; Song, Hyebin; Neiman, David Graph-based regularization for regression problems with alignment and highly correlated designs. (English) Zbl 1483.62136 SIAM J. Math. Data Sci. 2, No. 2, 480-504 (2020). MSC: 62J99 62A09 62J07 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Do, Hyungrok; Cheon, Myun-Seok; Kim, Seoung Bum Graph structured sparse subset selection. (English) Zbl 1462.62364 Inf. Sci. 518, 71-94 (2020). MSC: 62H22 62J05 62F07 × Cite Format Result Cite Review PDF Full Text: DOI
Yu, Guan; Li, Quefeng; Shen, Dinggang; Liu, Yufeng Optimal sparse linear prediction for block-missing multi-modality data without imputation. (English) Zbl 1441.62190 J. Am. Stat. Assoc. 115, No. 531, 1406-1419 (2020). MSC: 62J07 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chiou, Hai-Tang; Guo, Meihui; Ing, Ching-Kang Variable selection for high-dimensional regression models with time series and heteroscedastic errors. (English) Zbl 1456.62140 J. Econom. 216, No. 1, 118-136 (2020). MSC: 62J05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Combettes, Patrick L.; Müller, Christian L. Perspective maximum likelihood-type estimation via proximal decomposition. (English) Zbl 1440.90045 Electron. J. Stat. 14, No. 1, 207-238 (2020). MSC: 90C25 62J02 46N30 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Wang, Xia; Shojaie, Ali; Zou, Jian Bayesian hidden Markov models for dependent large-scale multiple testing. (English) Zbl 1507.62180 Comput. Stat. Data Anal. 136, 123-136 (2019). MSC: 62-08 62F15 62J15 62M05 62P10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Yue, Lili; Li, Gaorong; Lian, Heng; Wan, Xiang Regression adjustment for treatment effect with multicollinearity in high dimensions. (English) Zbl 1507.62197 Comput. Stat. Data Anal. 134, 17-35 (2019). MSC: 62-08 62J05 62J07 62H12 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Katayama, Shota; Fujisawa, Hironori; Drton, Mathias Robust and sparse Gaussian graphical modelling under cell-wise contamination. (English) Zbl 07851069 Stat 7, No. 1, Paper No. e181, 14 p. (2018). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rossell, David; Rubio, Francisco J. Tractable Bayesian variable selection: beyond normality. (English) Zbl 1409.62136 J. Am. Stat. Assoc. 113, No. 524, 1742-1758 (2018). MSC: 62J05 62C10 62F12 62F35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Yang, Eunho; Lozano, Aurélie C.; Aravkin, Aleksandr A general family of trimmed estimators for robust high-dimensional data analysis. (English) Zbl 1496.62121 Electron. J. Stat. 12, No. 2, 3519-3553 (2018). MSC: 62J07 62F35 62H12 62H22 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Li, Yongjin; Zhang, Qingzhao; Wang, Qihua Penalized estimation equation for an extended single-index model. (English) Zbl 1398.62182 Ann. Inst. Stat. Math. 69, No. 1, 169-187 (2017). MSC: 62J05 62J07 62H12 62G08 × Cite Format Result Cite Review PDF Full Text: DOI
Antoniadis, Anestis; Gijbels, Irène; Lambert-Lacroix, Sophie; Poggi, Jean-Michel Joint estimation and variable selection for mean and dispersion in proper dispersion models. (English) Zbl 1404.62074 Electron. J. Stat. 10, No. 1, 1630-1676 (2016). MSC: 62J12 62H12 62G05 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Nkurunziza, Sévérien; Al-Momani, Marwan; Lin, Eric Yu Yin Shrinkage and Lasso strategies in high-dimensional heteroscedastic models. (English) Zbl 1347.62146 Commun. Stat., Theory Methods 45, No. 15, 4454-4470 (2016). MSC: 62J07 62F30 × Cite Format Result Cite Review PDF Full Text: DOI
El Anbari, Mohammed; Mkhadri, Abdallah Penalized regression combining the \( L_{1}\) norm and a correlation based penalty. (English) Zbl 1305.62241 Sankhyā, Ser. B 76, No. 1, 82-102 (2014). MSC: 62J05 62J07 × Cite Format Result Cite Review PDF Full Text: DOI
Fu, Guang-Hui; Zhang, Wen-Ming; Dai, Lin; Fu, Ying-Zi Group variable selection with oracle property by weight-fused adaptive elastic net model for strongly correlated data. (English) Zbl 1462.62440 Commun. Stat., Simulation Comput. 43, No. 10, 2468-2481 (2014). MSC: 62J07 × Cite Format Result Cite Review PDF Full Text: DOI
Katayama, Shota High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood. (English) Zbl 1360.62269 J. Multivariate Anal. 130, 90-106 (2014). MSC: 62H12 62J07 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Mkhadri, Abdallah; Ouhourane, Mohamed An extended variable inclusion and shrinkage algorithm for correlated variables. (English) Zbl 1365.62282 Comput. Stat. Data Anal. 57, No. 1, 631-644 (2013). MSC: 62J07 62J05 62F07 × Cite Format Result Cite Review PDF Full Text: DOI
Cook, R. Dennis; Forzani, Liliana; Rothman, Adam J. Prediction in abundant high-dimensional linear regression. (English) Zbl 1279.62140 Electron. J. Stat. 7, 3059-3088 (2013). MSC: 62J05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Hahn, P. Richard; Carvalho, Carlos M.; Mukherjee, Sayan Partial factor modeling: predictor-dependent shrinkage for linear regression. (English) Zbl 06224982 J. Am. Stat. Assoc. 108, No. 503, 999-1008 (2013). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
El Anbari, Mohammed; Mkhadri, Abdallah The adaptive gril estimator with a diverging number of parameters. (English) Zbl 1462.62414 Commun. Stat., Theory Methods 42, No. 14, 2634-2660 (2013). MSC: 62J05 62J07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zeng, Lingmin; Xie, Jun Group variable selection for data with dependent structures. (English) Zbl 1431.62296 J. Stat. Comput. Simulation 82, No. 1, 95-106 (2012). MSC: 62J05 62J07 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Hokeun; Li, Hongzhe Robust Gaussian graphical modeling via \(l_{1}\) penalization. (English) Zbl 1259.62102 Biometrics 68, No. 4, 1197-1206 (2012). MSC: 62P10 92C40 05C90 92D10 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Fu, Guang-Hui; Xu, Qing-Song Grouping variable selection by weight fused elastic net for multi-collinear data. (English) Zbl 1489.62200 Commun. Stat., Simulation Comput. 41, No. 2, 205-221 (2012). MSC: 62J05 62J07 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Marra, Giampiero; Wood, Simon N. Practical variable selection for generalized additive models. (English) Zbl 1328.62475 Comput. Stat. Data Anal. 55, No. 7, 2372-2387 (2011). MSC: 62J12 62J07 62G08 × Cite Format Result Cite Review PDF Full Text: DOI
Hebiri, Mohamed; van de Geer, Sara The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods. (English) Zbl 1274.62443 Electron. J. Stat. 5, 1184-1226 (2011). MSC: 62J05 62J07 62H20 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Huang, Jian; Ma, Shuangge; Li, Hongzhe; Zhang, Cun-Hui The sparse Laplacian shrinkage estimator for high-dimensional regression. (English) Zbl 1227.62049 Ann. Stat. 39, No. 4, 2021-2046 (2011). MSC: 62J07 62J05 62H12 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
van Aelst, Stefan (ed.); Welsch, Roy (ed.); Zamar, Ruben H. (ed.) Special issue on variable selection and robust procedures. (English) Zbl 1284.00073 Comput. Stat. Data Anal. 54, No. 12, 2879-2882 (2010). MSC: 00B25 62-06 62F35 62G35 62-07 × Cite Format Result Cite Review PDF Full Text: DOI Link