A Tuning-free Robust and Efficient Approach to High-dimensional Regression-Reference-Cited by-同舟云学术

A Tuning-free Robust and Efficient Approach to High-dimensional Regression

Published:2020-10-01 Issue:532 Volume:115 Page:1700-1714
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Wang Lan¹,Peng Bo¹,Bradic Jelena²,Li Runze³^ORCID,Wu Yunan¹

Affiliation:

1. University of Minnesota, School of Statistics, Minneapolis, United States

2. University of California, San Diego, Mathematics, Ap&M Building, 9500 Gilman Drive # 0112, la Jolla, 92093 United States

3. Pennsylvania State University, 326 Thomas Building, University Park, 16802-2111 United States

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2020.1840989

Reference70 articles.

1. Avella-Medina, M. and Ronchetti, E. (2018). Robust and consistent variable selection in high-dimensional generalized linear models. Biometrika, 105:31–44.

2. Belloni, A., Chernozhukov, V., and Wang, L. (2011). Square-root lasso: pivotal recovery of sparse signals via conic programming. Biometrika, 98(4):791–806.

3. Bickel, P. J., Ritov, Y., and Tsybakov, A. B. (2009). Simultaneous analysis of lasso and dantzig selector. The Annals of Statistics, 37(4):1705–1732.

4. Bien, J., Gaynanova, I., Lederer, J., and Müller, C. (2016). Non-convex global minimization and false discovery rate control for the trex. arXiv preprint arXiv:1604.06815.

5. Bien, J., Gaynanova, I., Lederer, J., and Müller, C. L. (2018). Prediction error bounds for linear regression with the trex. TEST, pages 1–24.

Cited by 26 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Tuning-free sparse clustering via alternating hard-thresholding;Journal of Multivariate Analysis;2024-09

2. Smoothed empirical likelihood estimation and automatic variable selection for an expectile high-dimensional model;Communications in Statistics - Theory and Methods;2024-08

3. Inference for possibly misspecified generalized linear models with nonpolynomial-dimensional nuisance parameters;Biometrika;2024-05-24

4. Semiparametric efficient estimation in high‐dimensional partial linear regression models;Scandinavian Journal of Statistics;2024-05-15

5. TFRE: A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression;CRAN: Contributed Packages;2024-01-31