Model selection and estimation in high dimensional regression models with group SCAD

被引：11
|
作者：
Guo, Xiao [1 ]
Zhang, Hai [1 ,2 ]
Wang, Yao [3 ]
Wu, Jiang-Lun [1 ,4 ]
机构：
[1] NW Univ Xian, Sch Math, Xian 710069, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
[3] Xi An Jiao Tong Univ, Sch Math & Stat, Xian 710049, Peoples R China
[4] Swansea Univ, Coll Sci, Dept Math, Swansea SA2 8PP, W Glam, Wales
来源：
STATISTICS & PROBABILITY LETTERS | 2015年 / 103卷
基金：
中国国家自然科学基金;
关键词：
Group selection; High dimension; Oracle property; Group SCAD; Sparsity; NONCONCAVE PENALIZED LIKELIHOOD; VARIABLE SELECTION; GENE-EXPRESSION;
D O I：
10.1016/j.spl.2015.04.017
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we study the oracle property of the group SCAD under high dimensional settings where the number of groups can grow at a certain polynomial rate. Numerical studies are presented to demonstrate the merit of the group SCAD. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码：86 / 92
页数：7
相关论文
共 50 条
  • [11] Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
    Yang GuangRen
    Huang Jian
    Zhou Yong
    [J]. SCIENCE CHINA-MATHEMATICS, 2014, 57 (10) : 2073 - 2090
  • [12] Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
    GuangRen Yang
    Jian Huang
    Yong Zhou
    [J]. Science China Mathematics, 2014, 57 : 2073 - 2090
  • [13] Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
    YANG GuangRen
    HUANG Jian
    ZHOU Yong
    [J]. Science China Mathematics, 2014, 57 (10) : 2073 - 2090
  • [14] Adaptive bridge estimation for high-dimensional regression models
    Zhihong Chen
    Yanling Zhu
    Chao Zhu
    [J]. Journal of Inequalities and Applications, 2016
  • [15] Estimation of high-dimensional seemingly unrelated regression models
    Tan, Lidan
    Chiong, Khai Xiang
    Moon, Hyungsik Roger
    [J]. ECONOMETRIC REVIEWS, 2021, 40 (09) : 830 - 851
  • [16] Adaptive bridge estimation for high-dimensional regression models
    Chen, Zhihong
    Zhu, Yanling
    Zhu, Chao
    [J]. JOURNAL OF INEQUALITIES AND APPLICATIONS, 2016,
  • [17] A STEPWISE REGRESSION METHOD AND CONSISTENT MODEL SELECTION FOR HIGH-DIMENSIONAL SPARSE LINEAR MODELS
    Ing, Ching-Kang
    Lai, Tze Leung
    [J]. STATISTICA SINICA, 2011, 21 (04) : 1473 - 1513
  • [18] RELATIVE COST BASED MODEL SELECTION FOR SPARSE HIGH-DIMENSIONAL LINEAR REGRESSION MODELS
    Gohain, Prakash B.
    Jansson, Magnus
    [J]. 2020 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, 2020, : 5515 - 5519
  • [19] Robust Information Criterion for Model Selection in Sparse High-Dimensional Linear Regression Models
    Gohain, Prakash Borpatra
    Jansson, Magnus
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2023, 71 : 2251 - 2266
  • [20] NEW IMPROVED CRITERION FOR MODEL SELECTION IN SPARSE HIGH-DIMENSIONAL LINEAR REGRESSION MODELS
    Gohain, Prakash B.
    Jansson, Magnus
    [J]. 2022 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2022, : 5692 - 5696
12345