Wu, Yaxin; Song, Yunquan; Liang, Xijun; Gai, Yujie Exponential squared loss based robust variable selection of AR models. (English) Zbl 07541080 Braz. J. Probab. Stat. 36, No. 2, 220-242 (2022). MSC: 62-XX 93-XX PDF BibTeX XML Cite \textit{Y. Wu} et al., Braz. J. Probab. Stat. 36, No. 2, 220--242 (2022; Zbl 07541080) Full Text: DOI OpenURL
Marsman, M.; Huth, K.; Waldorp, L. J.; Ntzoufras, I. Objective Bayesian edge screening and structure selection for Ising networks. (English) Zbl 07531759 Psychometrika 87, No. 1, 47-82 (2022). MSC: 62P15 62H22 PDF BibTeX XML Cite \textit{M. Marsman} et al., Psychometrika 87, No. 1, 47--82 (2022; Zbl 07531759) Full Text: DOI OpenURL
Genç, Murat A new double-regularized regression using Liu and lasso regularization. (English) Zbl 07523997 Comput. Stat. 37, No. 1, 159-227 (2022). MSC: 65C60 PDF BibTeX XML Cite \textit{M. Genç}, Comput. Stat. 37, No. 1, 159--227 (2022; Zbl 07523997) Full Text: DOI OpenURL
Gallant, A. Ronald; Hong, Han; Leung, Michael P.; Li, Jessie Constrained estimation using penalization and MCMC. (English) Zbl 07491178 J. Econom. 228, No. 1, 85-106 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{A. R. Gallant} et al., J. Econom. 228, No. 1, 85--106 (2022; Zbl 07491178) Full Text: DOI OpenURL
Belli, Edoardo Smoothly adaptively centered ridge estimator. (English) Zbl 07482251 J. Multivariate Anal. 189, Article ID 104882, 13 p. (2022). MSC: 62H12 62F12 PDF BibTeX XML Cite \textit{E. Belli}, J. Multivariate Anal. 189, Article ID 104882, 13 p. (2022; Zbl 07482251) Full Text: DOI arXiv OpenURL
Zhu, Ke; Liu, Hanzhong Confidence intervals for parameters in high-dimensional sparse vector autoregression. (English) Zbl 07476365 Comput. Stat. Data Anal. 168, Article ID 107383, 13 p. (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{K. Zhu} and \textit{H. Liu}, Comput. Stat. Data Anal. 168, Article ID 107383, 13 p. (2022; Zbl 07476365) Full Text: DOI arXiv OpenURL
Poignard, Benjamin; Fermanian, Jean-David The finite sample properties of sparse M-estimators with pseudo-observations. (English) Zbl 07473252 Ann. Inst. Stat. Math. 74, No. 1, 1-31 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{B. Poignard} and \textit{J.-D. Fermanian}, Ann. Inst. Stat. Math. 74, No. 1, 1--31 (2022; Zbl 07473252) Full Text: DOI OpenURL
Wu, Yuh-Jenn; Cheng, Li-Hsueh; Fang, Wei-Quan Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity. (English) Zbl 07545715 Commun. Stat., Simulation Comput. 50, No. 11, 3146-3165 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Y.-J. Wu} et al., Commun. Stat., Simulation Comput. 50, No. 11, 3146--3165 (2021; Zbl 07545715) Full Text: DOI OpenURL
Tan, Xiaoyan; Yan, Li Penalized empirical likelihood for generalized linear models with longitudinal data. (English) Zbl 07545568 Commun. Stat., Simulation Comput. 50, No. 2, 608-623 (2021). MSC: 62G20 62J12 PDF BibTeX XML Cite \textit{X. Tan} and \textit{L. Yan}, Commun. Stat., Simulation Comput. 50, No. 2, 608--623 (2021; Zbl 07545568) Full Text: DOI OpenURL
Guler, Huseyin; Guler, Ebru Ozgur Sparsely restricted penalized estimators. (English) Zbl 07530929 Commun. Stat., Theory Methods 50, No. 7, 1656-1670 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Guler} and \textit{E. O. Guler}, Commun. Stat., Theory Methods 50, No. 7, 1656--1670 (2021; Zbl 07530929) Full Text: DOI OpenURL
Feng, Yan; Wang, Yijun; Wang, Weiwei; Chen, Zhuo Robust estimation of semiparametric transformation model for panel count data. (English) Zbl 1483.62068 J. Syst. Sci. Complex. 34, No. 6, 2334-2356 (2021). MSC: 62G05 62G08 62G35 65D07 PDF BibTeX XML Cite \textit{Y. Feng} et al., J. Syst. Sci. Complex. 34, No. 6, 2334--2356 (2021; Zbl 1483.62068) Full Text: DOI OpenURL
Li, Bohan; Wu, Juan Bayesian bootstrap adaptive LASSO estimators of regression models. (English) Zbl 07493349 J. Stat. Comput. Simulation 91, No. 8, 1651-1680 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{B. Li} and \textit{J. Wu}, J. Stat. Comput. Simulation 91, No. 8, 1651--1680 (2021; Zbl 07493349) Full Text: DOI OpenURL
Wang, Weiwei; Wang, Yijun; Wu, Xianyi; Zhao, Xiaobing Efficient estimation of panel count data with dependent observation process. (English) Zbl 07480643 J. Stat. Comput. Simulation 91, No. 3, 464-476 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{W. Wang} et al., J. Stat. Comput. Simulation 91, No. 3, 464--476 (2021; Zbl 07480643) Full Text: DOI OpenURL
Pelawa Watagoda, Lasanthi C. R.; Olive, David J. Bootstrapping multiple linear regression after variable selection. (English) Zbl 1477.62176 Stat. Pap. 62, No. 2, 681-700 (2021). MSC: 62J05 62F12 PDF BibTeX XML Cite \textit{L. C. R. Pelawa Watagoda} and \textit{D. J. Olive}, Stat. Pap. 62, No. 2, 681--700 (2021; Zbl 1477.62176) Full Text: DOI OpenURL
Watagoda, Lasanthi C. R. Pelawa; Olive, David J. Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals. (English) Zbl 1482.62078 Stat. Pap. 62, No. 5, 2407-2431 (2021). MSC: 62J07 62J05 PDF BibTeX XML Cite \textit{L. C. R. P. Watagoda} and \textit{D. J. Olive}, Stat. Pap. 62, No. 5, 2407--2431 (2021; Zbl 1482.62078) Full Text: DOI OpenURL
Jeong, Himchan; Chang, Hyunwoong; Valdez, Emiliano A. A non-convex regularization approach for stable estimation of loss development factors. (English) Zbl 1479.91329 Scand. Actuar. J. 2021, No. 9, 779-803 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{H. Jeong} et al., Scand. Actuar. J. 2021, No. 9, 779--803 (2021; Zbl 1479.91329) Full Text: DOI arXiv OpenURL
Ratnasingam, Suthakaran; Ning, Wei Monitoring sequential structural changes in penalized high-dimensional linear models. (English) Zbl 1479.62054 Sequential Anal. 40, No. 3, 381-404 (2021). MSC: 62J05 62L10 62G10 62G20 PDF BibTeX XML Cite \textit{S. Ratnasingam} and \textit{W. Ning}, Sequential Anal. 40, No. 3, 381--404 (2021; Zbl 1479.62054) Full Text: DOI OpenURL
Amato, Umberto; Antoniadis, Anestis; De Feis, Italia; Gijbels, Irene Penalised robust estimators for sparse and high-dimensional linear models. (English) Zbl 1474.62182 Stat. Methods Appl. 30, No. 1, 1-48 (2021). MSC: 62H12 62G08 62G35 PDF BibTeX XML Cite \textit{U. Amato} et al., Stat. Methods Appl. 30, No. 1, 1--48 (2021; Zbl 1474.62182) Full Text: DOI OpenURL
De Gregorio, Alessandro; Iafrate, Francesco Regularized bridge-type estimation with multiple penalties. (English) Zbl 1473.62079 Ann. Inst. Stat. Math. 73, No. 5, 921-951 (2021). MSC: 62F10 60J60 PDF BibTeX XML Cite \textit{A. De Gregorio} and \textit{F. Iafrate}, Ann. Inst. Stat. Math. 73, No. 5, 921--951 (2021; Zbl 1473.62079) Full Text: DOI arXiv OpenURL
Xue, Kaijie; Yao, Fang Hypothesis testing in large-scale functional linear regression. (English) Zbl 1470.62108 Stat. Sin. 31, No. 2, 1101-1123 (2021). MSC: 62J05 62R10 62G10 62H20 62P10 PDF BibTeX XML Cite \textit{K. Xue} and \textit{F. Yao}, Stat. Sin. 31, No. 2, 1101--1123 (2021; Zbl 1470.62108) Full Text: DOI OpenURL
Krampe, Jonas; Kreiss, Jens-Peter; Paparoditis, Efstathios Bootstrap based inference for sparse high-dimensional time series models. (English) Zbl 1476.62186 Bernoulli 27, No. 3, 1441-1466 (2021). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62H12 62H15 62F40 62-08 PDF BibTeX XML Cite \textit{J. Krampe} et al., Bernoulli 27, No. 3, 1441--1466 (2021; Zbl 1476.62186) Full Text: DOI arXiv OpenURL
Huang, Jian; Jiao, Yuling; Jin, Bangti; Liu, Jin; Lu, Xiliang; Yang, Can A unified primal dual active set algorithm for nonconvex sparse recovery. (English) Zbl 07368234 Stat. Sci. 36, No. 2, 215-238 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Huang} et al., Stat. Sci. 36, No. 2, 215--238 (2021; Zbl 07368234) Full Text: DOI OpenURL
Lahiri, Soumendra N. Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions. (English) Zbl 1469.62307 Ann. Stat. 49, No. 2, 820-844 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 62J07 62E20 62J05 PDF BibTeX XML Cite \textit{S. N. Lahiri}, Ann. Stat. 49, No. 2, 820--844 (2021; Zbl 1469.62307) Full Text: DOI OpenURL
Tian, Yu-Zhu; Tang, Man-Lai; Chan, Wai-Sum; Tian, Mao-Zai Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm’s bond ratings. (English) Zbl 07360115 Comput. Stat. 36, No. 2, 1289-1319 (2021). MSC: 65C60 PDF BibTeX XML Cite \textit{Y.-Z. Tian} et al., Comput. Stat. 36, No. 2, 1289--1319 (2021; Zbl 07360115) Full Text: DOI OpenURL
Güney, Yeşim; Tuaç, Yetkin; Özdemir, Şenay; Arslan, Olcay Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution. (English) Zbl 07360095 Comput. Stat. 36, No. 2, 805-827 (2021). MSC: 65C60 PDF BibTeX XML Cite \textit{Y. Güney} et al., Comput. Stat. 36, No. 2, 805--827 (2021; Zbl 07360095) Full Text: DOI OpenURL
Bücher, Axel; Lilienthal, Jona; Kinsvater, Paul; Fried, Roland Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis. (English) Zbl 1466.62420 Extremes 24, No. 2, 325-348 (2021). MSC: 62P12 62G08 62G32 60F10 86A05 PDF BibTeX XML Cite \textit{A. Bücher} et al., Extremes 24, No. 2, 325--348 (2021; Zbl 1466.62420) Full Text: DOI OpenURL
Mao, Mingzhi; Huang, Gang The law of iterated logarithm for the estimations of diffusion-type processes. (English) Zbl 07535309 Adv. Difference Equ. 2020, Paper No. 33, 15 p. (2020). MSC: 60J60 60F05 60J25 60F10 PDF BibTeX XML Cite \textit{M. Mao} and \textit{G. Huang}, Adv. Difference Equ. 2020, Paper No. 33, 15 p. (2020; Zbl 07535309) Full Text: DOI OpenURL
Jung, Yoonsuh Optimal regression parameter-specific shrinkage by plug-in estimation. (English) Zbl 07528964 Commun. Stat., Theory Methods 49, No. 18, 4490-4505 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Jung}, Commun. Stat., Theory Methods 49, No. 18, 4490--4505 (2020; Zbl 07528964) Full Text: DOI OpenURL
Camponovo, Lorenzo Bootstrap inference for penalized GMM estimators with oracle properties. (English) Zbl 07484527 Econom. Rev. 39, No. 4, 362-372 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Camponovo}, Econom. Rev. 39, No. 4, 362--372 (2020; Zbl 07484527) Full Text: DOI OpenURL
Xiao, Yijun; Yan, Ting; Zhang, Huiming; Zhang, Yuanyuan Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models. (English) Zbl 07461026 J. Inequal. Appl. 2020, Paper No. 252, 33 p. (2020). MSC: 62Jxx 62Gxx 62Nxx PDF BibTeX XML Cite \textit{Y. Xiao} et al., J. Inequal. Appl. 2020, Paper No. 252, 33 p. (2020; Zbl 07461026) Full Text: DOI OpenURL
Chen, Xia; Mao, Liyue Penalized empirical likelihood for partially linear errors-in-variables models. (English) Zbl 1471.62295 AStA, Adv. Stat. Anal. 104, No. 4, 597-623 (2020). MSC: 62G05 PDF BibTeX XML Cite \textit{X. Chen} and \textit{L. Mao}, AStA, Adv. Stat. Anal. 104, No. 4, 597--623 (2020; Zbl 1471.62295) Full Text: DOI OpenURL
Suzuki, Takumi; Yoshida, Nakahiro Penalized least squares approximation methods and their applications to stochastic processes. (English) Zbl 1465.62052 Jpn. J. Stat. Data Sci. 3, No. 2, 513-541 (2020). MSC: 62F07 62F10 60G55 60J60 PDF BibTeX XML Cite \textit{T. Suzuki} and \textit{N. Yoshida}, Jpn. J. Stat. Data Sci. 3, No. 2, 513--541 (2020; Zbl 1465.62052) Full Text: DOI arXiv OpenURL
Ahn, Miju Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations. (English) Zbl 1465.90067 J. Glob. Optim. 78, No. 3, 397-422 (2020). MSC: 90C26 PDF BibTeX XML Cite \textit{M. Ahn}, J. Glob. Optim. 78, No. 3, 397--422 (2020; Zbl 1465.90067) Full Text: DOI OpenURL
Karbasi, Delara; Rabiei, Mohammad Reza; Nazemi, Alireza A generalized bridge regression in fuzzy environment and its numerical solution by a capable recurrent neural network. (English) Zbl 07307417 J. Math. 2020, Article ID 8838040, 27 p. (2020). MSC: 62J07 62J86 62M45 90C70 PDF BibTeX XML Cite \textit{D. Karbasi} et al., J. Math. 2020, Article ID 8838040, 27 p. (2020; Zbl 07307417) Full Text: DOI OpenURL
Song, Hyebin; Dai, Ran; Raskutti, Garvesh; Barber, Rina Foygel Convex and non-convex approaches for statistical inference with class-conditional noisy labels. (English) Zbl 07306869 J. Mach. Learn. Res. 21, Paper No. 168, 58 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{H. Song} et al., J. Mach. Learn. Res. 21, Paper No. 168, 58 p. (2020; Zbl 07306869) Full Text: arXiv Link OpenURL
Wang, Shuaiwen; Weng, Haolei; Maleki, Arian Which bridge estimator is the best for variable selection? (English) Zbl 1456.62147 Ann. Stat. 48, No. 5, 2791-2823 (2020). Reviewer: Glauber Márcio Silveira Pereira (Ceará) MSC: 62J05 62J07 PDF BibTeX XML Cite \textit{S. Wang} et al., Ann. Stat. 48, No. 5, 2791--2823 (2020; Zbl 1456.62147) Full Text: DOI arXiv Euclid OpenURL
Liu, Hanzhong; Xu, Xin; Li, Jingyi Jessica A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models. (English) Zbl 1453.62581 Stat. Sin. 30, No. 3, 1333-1355 (2020). MSC: 62J07 62F40 62F25 PDF BibTeX XML Cite \textit{H. Liu} et al., Stat. Sin. 30, No. 3, 1333--1355 (2020; Zbl 1453.62581) Full Text: DOI arXiv OpenURL
Zhao, Wenxiao; Yin, George; Bai, Er-Wei Sparse system identification for stochastic systems with general observation sequences. (English) Zbl 1448.93338 Automatica 121, Article ID 109162, 13 p. (2020). MSC: 93E12 93B52 PDF BibTeX XML Cite \textit{W. Zhao} et al., Automatica 121, Article ID 109162, 13 p. (2020; Zbl 1448.93338) Full Text: DOI arXiv OpenURL
Li, Sai Debiasing the debiased Lasso with bootstrap. (English) Zbl 1445.62185 Electron. J. Stat. 14, No. 1, 2298-2337 (2020). MSC: 62J07 62G09 62G15 PDF BibTeX XML Cite \textit{S. Li}, Electron. J. Stat. 14, No. 1, 2298--2337 (2020; Zbl 1445.62185) Full Text: DOI arXiv Euclid OpenURL
Kong, Dehan; An, Baiguo; Zhang, Jingwen; Zhu, Hongtu L2RM: low-rank linear regression models for high-dimensional matrix responses. (English) Zbl 1437.62357 J. Am. Stat. Assoc. 115, No. 529, 403-424 (2020). MSC: 62M40 62J05 62M10 62P10 PDF BibTeX XML Cite \textit{D. Kong} et al., J. Am. Stat. Assoc. 115, No. 529, 403--424 (2020; Zbl 1437.62357) Full Text: DOI OpenURL
Gold, David; Lederer, Johannes; Tao, Jing Inference for high-dimensional instrumental variables regression. (English) Zbl 1456.62149 J. Econom. 217, No. 1, 79-111 (2020). MSC: 62J07 62J05 62H12 62F12 62P20 PDF BibTeX XML Cite \textit{D. Gold} et al., J. Econom. 217, No. 1, 79--111 (2020; Zbl 1456.62149) Full Text: DOI arXiv Link OpenURL
Mao, Mingzhi; Luo, Wenqiang The moderate deviation principle for minimizers of convex processes. (English) Zbl 1446.60027 J. Math. Anal. Appl. 490, No. 1, Article ID 124202, 16 p. (2020). MSC: 60F10 62F12 62E20 62M05 60H10 PDF BibTeX XML Cite \textit{M. Mao} and \textit{W. Luo}, J. Math. Anal. Appl. 490, No. 1, Article ID 124202, 16 p. (2020; Zbl 1446.60027) Full Text: DOI OpenURL
Ewald, Karl; Schneider, Ulrike On the distribution, model selection properties and uniqueness of the Lasso estimator in low and high dimensions. (English) Zbl 1440.62060 Electron. J. Stat. 14, No. 1, 944-969 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 62E15 62J05 62J07 PDF BibTeX XML Cite \textit{K. Ewald} and \textit{U. Schneider}, Electron. J. Stat. 14, No. 1, 944--969 (2020; Zbl 1440.62060) Full Text: DOI arXiv Euclid OpenURL
Li, Qiang; Wang, Liming Robust change point detection method via adaptive LAD-Lasso. (English) Zbl 1437.62177 Stat. Pap. 61, No. 1, 109-121 (2020). MSC: 62G35 62G10 62J07 62P10 92D20 PDF BibTeX XML Cite \textit{Q. Li} and \textit{L. Wang}, Stat. Pap. 61, No. 1, 109--121 (2020; Zbl 1437.62177) Full Text: DOI OpenURL
Yüzbaşı, Bahadır; Ahmed, S. Ejaz; Aydın, Dursun Ridge-type pretest and shrinkage estimations in partially linear models. (English) Zbl 1435.62278 Stat. Pap. 61, No. 2, 869-898 (2020). MSC: 62J07 65D07 62G07 PDF BibTeX XML Cite \textit{B. Yüzbaşı} et al., Stat. Pap. 61, No. 2, 869--898 (2020; Zbl 1435.62278) Full Text: DOI OpenURL
Poignard, Benjamin Asymptotic theory of the adaptive sparse group Lasso. (English) Zbl 1436.62342 Ann. Inst. Stat. Math. 72, No. 1, 297-328 (2020). MSC: 62J07 62E20 PDF BibTeX XML Cite \textit{B. Poignard}, Ann. Inst. Stat. Math. 72, No. 1, 297--328 (2020; Zbl 1436.62342) Full Text: DOI arXiv OpenURL
Tian, Yuzhu; Song, Xinyuan Bayesian bridge-randomized penalized quantile regression. (English) Zbl 07160688 Comput. Stat. Data Anal. 144, Article ID 106876, 16 p. (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Tian} and \textit{X. Song}, Comput. Stat. Data Anal. 144, Article ID 106876, 16 p. (2020; Zbl 07160688) Full Text: DOI OpenURL
Peng, Dingtao; Chen, Xiaojun Computation of second-order directional stationary points for group sparse optimization. (English) Zbl 1428.90138 Optim. Methods Softw. 35, No. 2, 348-376 (2020). MSC: 90C26 90C46 PDF BibTeX XML Cite \textit{D. Peng} and \textit{X. Chen}, Optim. Methods Softw. 35, No. 2, 348--376 (2020; Zbl 1428.90138) Full Text: DOI OpenURL
Zhao, Yaqing; Bondell, Howard Solution paths for the generalized Lasso with applications to spatially varying coefficients regression. (English) Zbl 07135536 Comput. Stat. Data Anal. 142, Article ID 106821, 14 p. (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Zhao} and \textit{H. Bondell}, Comput. Stat. Data Anal. 142, Article ID 106821, 14 p. (2020; Zbl 07135536) Full Text: DOI Link OpenURL
Giurcanu, Mihai; Presnell, Brett Oracle GMM estimation for misspecified models via thresholding. (English) Zbl 07544539 Commun. Stat., Theory Methods 48, No. 11, 2657-2686 (2019). MSC: 62G05 62G20 PDF BibTeX XML Cite \textit{M. Giurcanu} and \textit{B. Presnell}, Commun. Stat., Theory Methods 48, No. 11, 2657--2686 (2019; Zbl 07544539) Full Text: DOI OpenURL
Mao, Mingzhi; Guo, Wanli Moderate deviations for quantile regression processes. (English) Zbl 07539684 Commun. Stat., Theory Methods 48, No. 12, 2879-2892 (2019). MSC: 62M10 60F10 60F05 PDF BibTeX XML Cite \textit{M. Mao} and \textit{W. Guo}, Commun. Stat., Theory Methods 48, No. 12, 2879--2892 (2019; Zbl 07539684) Full Text: DOI OpenURL
Haselimashhadi, Hamed A unified class of penalties with the capability of producing a differentiable alternative to \(l_1\) norm penalty. (English) Zbl 07529871 Commun. Stat., Theory Methods 48, No. 22, 5530-5545 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Haselimashhadi}, Commun. Stat., Theory Methods 48, No. 22, 5530--5545 (2019; Zbl 07529871) Full Text: DOI OpenURL
Nguyen, Van Cuong; Ng, Chi Tim Removing the singularity of a penalty via thresholding function matching. (English) Zbl 1439.62165 J. Korean Stat. Soc. 48, No. 4, 613-635 (2019). MSC: 62J05 62J07 PDF BibTeX XML Cite \textit{V. C. Nguyen} and \textit{C. T. Ng}, J. Korean Stat. Soc. 48, No. 4, 613--635 (2019; Zbl 1439.62165) Full Text: DOI OpenURL
Tian, Yuzhu; Tang, Manlai; Wang, Liyong; Tian, Maozai Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with \(\mathrm{AP}(q)\) perturbation. (English) Zbl 07193876 J. Stat. Comput. Simulation 89, No. 15, 2951-2979 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Tian} et al., J. Stat. Comput. Simulation 89, No. 15, 2951--2979 (2019; Zbl 07193876) Full Text: DOI OpenURL
Komatsu, Satoshi; Yamashita, Yuta; Ninomiya, Yoshiyuki AIC for the group Lasso in generalized linear models. (English) Zbl 1436.62339 Jpn. J. Stat. Data Sci. 2, No. 2, 545-558 (2019). MSC: 62J07 62J12 62F12 62B10 62H30 PDF BibTeX XML Cite \textit{S. Komatsu} et al., Jpn. J. Stat. Data Sci. 2, No. 2, 545--558 (2019; Zbl 1436.62339) Full Text: DOI OpenURL
Cai, Liqian; Bhattacharjee, Arnab; Calantone, Roger; Maiti, Taps Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator. (English) Zbl 1437.62273 Sankhyā, Ser. B 81, No. 1, Suppl., S146-S200 (2019). MSC: 62J07 62P20 62M10 PDF BibTeX XML Cite \textit{L. Cai} et al., Sankhyā, Ser. B 81, No. 1, S146--S200 (2019; Zbl 1437.62273) Full Text: DOI OpenURL
Wang, Weiwei; Wu, Xianyi; Zhao, Xiaobing; Zhou, Xian Quantile estimation of partially varying coefficient model for panel count data with informative observation times. (English) Zbl 1431.62172 J. Nonparametric Stat. 31, No. 4, 932-951 (2019). MSC: 62G08 62N01 65D07 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Nonparametric Stat. 31, No. 4, 932--951 (2019; Zbl 1431.62172) Full Text: DOI OpenURL
Jin, Shaobo; Ankargren, Sebastian Frequentist model averaging in structural equation modelling. (English) Zbl 1431.62541 Psychometrika 84, No. 1, 84-104 (2019). MSC: 62P15 62F07 PDF BibTeX XML Cite \textit{S. Jin} and \textit{S. Ankargren}, Psychometrika 84, No. 1, 84--104 (2019; Zbl 1431.62541) Full Text: DOI OpenURL
Blanchet, Jose; Kang, Yang; Murthy, Karthyek Robust Wasserstein profile inference and applications to machine learning. (English) Zbl 1436.62336 J. Appl. Probab. 56, No. 3, 830-857 (2019). MSC: 62J07 62J12 68T05 PDF BibTeX XML Cite \textit{J. Blanchet} et al., J. Appl. Probab. 56, No. 3, 830--857 (2019; Zbl 1436.62336) Full Text: DOI arXiv OpenURL
Ghilli, Daria; Kunisch, Karl On a monotone scheme for nonconvex nonsmooth optimization with applications to fracture mechanics. (English) Zbl 1425.49016 J. Optim. Theory Appl. 183, No. 2, 609-641 (2019). MSC: 49M25 49J52 49K20 74P10 74R10 90C26 65K10 PDF BibTeX XML Cite \textit{D. Ghilli} and \textit{K. Kunisch}, J. Optim. Theory Appl. 183, No. 2, 609--641 (2019; Zbl 1425.49016) Full Text: DOI arXiv OpenURL
Qi, Zhengling; Cui, Ying; Liu, Yufeng; Pang, Jong-Shi Estimation of individualized decision rules based on an optimized covariate-dependent equivalent of random outcomes. (English) Zbl 1428.62478 SIAM J. Optim. 29, No. 3, 2337-2362 (2019). MSC: 62P10 65K05 90C26 62C25 PDF BibTeX XML Cite \textit{Z. Qi} et al., SIAM J. Optim. 29, No. 3, 2337--2362 (2019; Zbl 1428.62478) Full Text: DOI arXiv OpenURL
Bellec, Pierre C. Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation. (English) Zbl 1428.62328 Bernoulli 25, No. 4A, 3016-3040 (2019). MSC: 62G08 62J05 62J07 62G07 PDF BibTeX XML Cite \textit{P. C. Bellec}, Bernoulli 25, No. 4A, 3016--3040 (2019; Zbl 1428.62328) Full Text: DOI arXiv Euclid OpenURL
Giuzio, Margherita; Paterlini, Sandra Un-diversifying during crises: is it a good idea? (English) Zbl 07097399 Comput. Manag. Sci. 16, No. 3, 401-432 (2019). MSC: 90Bxx 91G10 91G70 91-08 PDF BibTeX XML Cite \textit{M. Giuzio} and \textit{S. Paterlini}, Comput. Manag. Sci. 16, No. 3, 401--432 (2019; Zbl 07097399) Full Text: DOI Link OpenURL
Giurcanu, Mihai; Presnell, Brett Bootstrapping Lasso-type estimators in regression models. (English) Zbl 1418.62185 J. Stat. Plann. Inference 199, 114-125 (2019). MSC: 62G09 62J07 62G20 PDF BibTeX XML Cite \textit{M. Giurcanu} and \textit{B. Presnell}, J. Stat. Plann. Inference 199, 114--125 (2019; Zbl 1418.62185) Full Text: DOI OpenURL
Das, Debraj; Gregory, Karl; Lahiri, S. N. Perturbation bootstrap in adaptive Lasso. (English) Zbl 1420.62305 Ann. Stat. 47, No. 4, 2080-2116 (2019). MSC: 62J07 62G09 62E20 PDF BibTeX XML Cite \textit{D. Das} et al., Ann. Stat. 47, No. 4, 2080--2116 (2019; Zbl 1420.62305) Full Text: DOI arXiv Euclid OpenURL
Harding, Matthew; Lamarche, Carlos A panel quantile approach to attrition bias in big data: evidence from a randomized experiment. (English) Zbl 1452.62917 J. Econom. 211, No. 1, 61-82 (2019). MSC: 62P20 62G05 62G08 62R07 PDF BibTeX XML Cite \textit{M. Harding} and \textit{C. Lamarche}, J. Econom. 211, No. 1, 61--82 (2019; Zbl 1452.62917) Full Text: DOI arXiv OpenURL
Arashi, M.; Roozbeh, Mahdi Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data. (English) Zbl 1419.62079 Stat. Pap. 60, No. 3, 317-336 (2019). MSC: 62G08 62J05 62J07 62G20 62P10 PDF BibTeX XML Cite \textit{M. Arashi} and \textit{M. Roozbeh}, Stat. Pap. 60, No. 3, 667--686 (2019; Zbl 1419.62079) Full Text: DOI OpenURL
Obuchi, Tomoyuki; Kabashima, Yoshiyuki Semi-analytic resampling in Lasso. (English) Zbl 07064050 J. Mach. Learn. Res. 20, Paper No. 70, 33 p. (2019). MSC: 62G09 62J07 PDF BibTeX XML Cite \textit{T. Obuchi} and \textit{Y. Kabashima}, J. Mach. Learn. Res. 20, Paper No. 70, 33 p. (2019; Zbl 07064050) Full Text: arXiv Link OpenURL
Kock, Anders Bredahl; Tang, Haihan Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects. (English) Zbl 1418.62491 Econom. Theory 35, No. 2, 295-359 (2019). MSC: 62P20 62J07 62G30 62J10 62G32 PDF BibTeX XML Cite \textit{A. B. Kock} and \textit{H. Tang}, Econom. Theory 35, No. 2, 295--359 (2019; Zbl 1418.62491) Full Text: DOI arXiv OpenURL
Liao, Lina; Park, Cheolwoo; Choi, Hosik Penalized expectile regression: an alternative to penalized quantile regression. (English) Zbl 1417.62082 Ann. Inst. Stat. Math. 71, No. 2, 409-438 (2019). MSC: 62G08 62J07 PDF BibTeX XML Cite \textit{L. Liao} et al., Ann. Inst. Stat. Math. 71, No. 2, 409--438 (2019; Zbl 1417.62082) Full Text: DOI OpenURL
Umezu, Yuta; Shimizu, Yusuke; Masuda, Hiroki; Ninomiya, Yoshiyuki AIC for the non-concave penalized likelihood method. (English) Zbl 1418.62279 Ann. Inst. Stat. Math. 71, No. 2, 247-274 (2019). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J12 62F12 62J07 PDF BibTeX XML Cite \textit{Y. Umezu} et al., Ann. Inst. Stat. Math. 71, No. 2, 247--274 (2019; Zbl 1418.62279) Full Text: DOI arXiv OpenURL
Liang, Chong; Schienle, Melanie Determination of vector error correction models in high dimensions. (English) Zbl 1452.62941 J. Econom. 208, No. 2, 418-441 (2019). MSC: 62P20 62M10 62J07 62P05 62-08 91G20 PDF BibTeX XML Cite \textit{C. Liang} and \textit{M. Schienle}, J. Econom. 208, No. 2, 418--441 (2019; Zbl 1452.62941) Full Text: DOI Link OpenURL
Aswani, Anil Statistics with set-valued functions: applications to inverse approximate optimization. (English) Zbl 1416.62154 Math. Program. 174, No. 1-2 (B), 225-251 (2019). MSC: 62F12 62G08 49J53 PDF BibTeX XML Cite \textit{A. Aswani}, Math. Program. 174, No. 1--2 (B), 225--251 (2019; Zbl 1416.62154) Full Text: DOI arXiv OpenURL
Bassett, Robert; Deride, Julio Maximum a posteriori estimators as a limit of Bayes estimators. (English) Zbl 1416.62062 Math. Program. 174, No. 1-2 (B), 129-144 (2019). MSC: 62C10 62F10 62F15 65K10 PDF BibTeX XML Cite \textit{R. Bassett} and \textit{J. Deride}, Math. Program. 174, No. 1--2 (B), 129--144 (2019; Zbl 1416.62062) Full Text: DOI arXiv OpenURL
Derumigny, Alexis; Fermanian, Jean-David A classification point-of-view about conditional Kendall’s tau. (English) Zbl 07045226 Comput. Stat. Data Anal. 135, 70-94 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Derumigny} and \textit{J.-D. Fermanian}, Comput. Stat. Data Anal. 135, 70--94 (2019; Zbl 07045226) Full Text: DOI arXiv OpenURL
Chen, Ying; Niu, Linlin; Chen, Ray-Bing; He, Qiang Sparse-group independent component analysis with application to yield curves prediction. (English) Zbl 07027246 Comput. Stat. Data Anal. 133, 76-89 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Chen} et al., Comput. Stat. Data Anal. 133, 76--89 (2019; Zbl 07027246) Full Text: DOI OpenURL
Mallick, Himel; Yi, Nengjun Bayesian bridge regression. (English) Zbl 07479229 J. Appl. Stat. 45, No. 6, 988-1008 (2018). MSC: 62Pxx PDF BibTeX XML Cite \textit{H. Mallick} and \textit{N. Yi}, J. Appl. Stat. 45, No. 6, 988--1008 (2018; Zbl 07479229) Full Text: DOI OpenURL
Yuan, Ao; Guo, Yuan; Shara, Nawar M.; Howard, Barbara V.; Tan, Ming T. An additive Cox model for coronary heart disease study. (English) Zbl 07479227 J. Appl. Stat. 45, No. 7, 1325-1346 (2018). MSC: 62Pxx PDF BibTeX XML Cite \textit{A. Yuan} et al., J. Appl. Stat. 45, No. 7, 1325--1346 (2018; Zbl 07479227) Full Text: DOI OpenURL
Li, Feng; Lu, Yiqiang Lasso-type estimation for covariate-adjusted linear model. (English) Zbl 07282643 J. Appl. Stat. 45, No. 1, 26-42 (2018). MSC: 62-XX PDF BibTeX XML Cite \textit{F. Li} and \textit{Y. Lu}, J. Appl. Stat. 45, No. 1, 26--42 (2018; Zbl 07282643) Full Text: DOI OpenURL
Ghosh, Abhik; Thoresen, Magne Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects. (English) Zbl 1421.62087 AStA, Adv. Stat. Anal. 102, No. 2, 179-210 (2018). MSC: 62J05 62P10 62H12 PDF BibTeX XML Cite \textit{A. Ghosh} and \textit{M. Thoresen}, AStA, Adv. Stat. Anal. 102, No. 2, 179--210 (2018; Zbl 1421.62087) Full Text: DOI arXiv OpenURL
Chen, Chen; Ren, Min; Zhang, Min; Zhang, Dabao A two-stage penalized least squares method for constructing large systems of structural equations. (English) Zbl 1444.62078 J. Mach. Learn. Res. 19, Paper No. 2, 34 p. (2018). MSC: 62H22 62R07 62J07 62P10 92D20 PDF BibTeX XML Cite \textit{C. Chen} et al., J. Mach. Learn. Res. 19, Paper No. 2, 34 p. (2018; Zbl 1444.62078) Full Text: arXiv Link OpenURL
Weng, Haolei; Maleki, Arian; Zheng, Le Overcoming the limitations of phase transition by higher order analysis of regularization techniques. (English) Zbl 1411.62194 Ann. Stat. 46, No. 6A, 3099-3129 (2018). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62J05 62J07 PDF BibTeX XML Cite \textit{H. Weng} et al., Ann. Stat. 46, No. 6A, 3099--3129 (2018; Zbl 1411.62194) Full Text: DOI arXiv Euclid OpenURL
Janková, Jana; van de Geer, Sara Semiparametric efficiency bounds for high-dimensional models. (English) Zbl 1420.62308 Ann. Stat. 46, No. 5, 2336-2359 (2018). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 62J07 62H12 62F12 62J05 PDF BibTeX XML Cite \textit{J. Janková} and \textit{S. van de Geer}, Ann. Stat. 46, No. 5, 2336--2359 (2018; Zbl 1420.62308) Full Text: DOI arXiv Euclid OpenURL
Dai, Linlin; Chen, Kani; Sun, Zhihua; Liu, Zhenqiu; Li, Gang Broken adaptive ridge regression and its asymptotic properties. (English) Zbl 1401.62108 J. Multivariate Anal. 168, 334-351 (2018). MSC: 62J05 62J07 PDF BibTeX XML Cite \textit{L. Dai} et al., J. Multivariate Anal. 168, 334--351 (2018; Zbl 1401.62108) Full Text: DOI Link OpenURL
Fan, Qingliang; Zhong, Wei Variable selection for structural equation with endogeneity. (English) Zbl 1397.93195 J. Syst. Sci. Complex. 31, No. 3, 787-803 (2018). MSC: 93E03 93E10 93E24 PDF BibTeX XML Cite \textit{Q. Fan} and \textit{W. Zhong}, J. Syst. Sci. Complex. 31, No. 3, 787--803 (2018; Zbl 1397.93195) Full Text: DOI OpenURL
Kapetanios, George; Zikes, Filip Time-varying Lasso. (English) Zbl 1401.62115 Econ. Lett. 169, 1-6 (2018). MSC: 62J07 62P20 PDF BibTeX XML Cite \textit{G. Kapetanios} and \textit{F. Zikes}, Econ. Lett. 169, 1--6 (2018; Zbl 1401.62115) Full Text: DOI Link OpenURL
Gao, Xiaoli A flexible shrinkage operator for fussy grouped variable selection. (English) Zbl 1407.62255 Stat. Pap. 59, No. 3, 985-1008 (2018). Reviewer: Fabio Rapallo (Alessandria) MSC: 62J05 62J07 PDF BibTeX XML Cite \textit{X. Gao}, Stat. Pap. 59, No. 3, 985--1008 (2018; Zbl 1407.62255) Full Text: DOI Link OpenURL
Ciuperca, Gabriela Test by adaptive Lasso quantile method for real-time detection of a change-point. (English) Zbl 1407.62131 Metrika 81, No. 6, 689-720 (2018). Reviewer: Thorsten Dickhaus (Berlin) MSC: 62G08 62J07 62G10 62G20 PDF BibTeX XML Cite \textit{G. Ciuperca}, Metrika 81, No. 6, 689--720 (2018; Zbl 1407.62131) Full Text: DOI OpenURL
Qu, Lianqiang; Song, Xinyuan; Sun, Liuquan Identification of local sparsity and variable selection for varying coefficient additive hazards models. (English) Zbl 1469.62131 Comput. Stat. Data Anal. 125, 119-135 (2018). MSC: 62-08 62G05 62N02 62P10 PDF BibTeX XML Cite \textit{L. Qu} et al., Comput. Stat. Data Anal. 125, 119--135 (2018; Zbl 1469.62131) Full Text: DOI OpenURL
Wang, Weiwei; Wu, Xianyi; Zhao, Xiaobing; Zhou, Xian Robust variable selection of joint frailty model for panel count data. (English) Zbl 1395.62127 J. Multivariate Anal. 167, 60-78 (2018). MSC: 62G08 62H12 62G20 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Multivariate Anal. 167, 60--78 (2018; Zbl 1395.62127) Full Text: DOI OpenURL
Haselimashhadi, Hamed; Vinciotti, Veronica Penalised inference for lagged dependent regression in the presence of autocorrelated residuals. (English) Zbl 1416.62494 Metron 76, No. 1, 49-68 (2018). MSC: 62M10 62J07 62P12 62P20 PDF BibTeX XML Cite \textit{H. Haselimashhadi} and \textit{V. Vinciotti}, Metron 76, No. 1, 49--68 (2018; Zbl 1416.62494) Full Text: DOI arXiv OpenURL
De Gregorio, Alessandro; Iacus, Stefano Maria On penalized estimation for dynamical systems with small noise. (English) Zbl 1392.62248 Electron. J. Stat. 12, No. 1, 1614-1630 (2018). MSC: 62M05 62J07 62F12 PDF BibTeX XML Cite \textit{A. De Gregorio} and \textit{S. M. Iacus}, Electron. J. Stat. 12, No. 1, 1614--1630 (2018; Zbl 1392.62248) Full Text: DOI arXiv Euclid OpenURL
Ewald, Karl; Schneider, Ulrike Uniformly valid confidence sets based on the Lasso. (English) Zbl 1392.62079 Electron. J. Stat. 12, No. 1, 1358-1387 (2018). MSC: 62F25 62J05 62J07 PDF BibTeX XML Cite \textit{K. Ewald} and \textit{U. Schneider}, Electron. J. Stat. 12, No. 1, 1358--1387 (2018; Zbl 1392.62079) Full Text: DOI arXiv Euclid OpenURL
Cheng, Ming-Yen; Feng, Sanying; Li, Gaorong; Lian, Heng Greedy forward regression for variable screening. (English) Zbl 06867960 Aust. N. Z. J. Stat. 60, No. 1, 20-42 (2018). MSC: 62J07 62H12 62P10 PDF BibTeX XML Cite \textit{M.-Y. Cheng} et al., Aust. N. Z. J. Stat. 60, No. 1, 20--42 (2018; Zbl 06867960) Full Text: DOI arXiv OpenURL
Mousavi, Ali; Maleki, Arian; Baraniuk, Richard G. Consistent parameter estimation for Lasso and approximate message passing. (English) Zbl 1401.62116 Ann. Stat. 46, No. 1, 119-148 (2018). Reviewer: Hannelore Liero (Potsdam) MSC: 62J07 62G05 62J05 62G20 PDF BibTeX XML Cite \textit{A. Mousavi} et al., Ann. Stat. 46, No. 1, 119--148 (2018; Zbl 1401.62116) Full Text: DOI OpenURL
Jung, Yoonsuh Multiple predicting \(K\)-fold cross-validation for model selection. (English) Zbl 1434.62052 J. Nonparametric Stat. 30, No. 1, 197-215 (2018). MSC: 62G08 62J07 PDF BibTeX XML Cite \textit{Y. Jung}, J. Nonparametric Stat. 30, No. 1, 197--215 (2018; Zbl 1434.62052) Full Text: DOI OpenURL
Hu, Jianhua; Huang, Jian; Qiu, Feng A group adaptive elastic-net approach for variable selection in high-dimensional linear regression. (English) Zbl 1384.62229 Sci. China, Math. 61, No. 1, 173-188 (2018). MSC: 62J05 62J07 62G08 PDF BibTeX XML Cite \textit{J. Hu} et al., Sci. China, Math. 61, No. 1, 173--188 (2018; Zbl 1384.62229) Full Text: DOI OpenURL
Zhao, Wenxiao; Chen, Han-Fu; Bai, Er-Wei; Li, Kang Local variable selection of nonlinear nonparametric systems by first order expansion. (English) Zbl 1380.93298 Syst. Control Lett. 111, 1-8 (2018). MSC: 93E25 93C10 93C55 90C15 PDF BibTeX XML Cite \textit{W. Zhao} et al., Syst. Control Lett. 111, 1--8 (2018; Zbl 1380.93298) Full Text: DOI OpenURL
Wang, Yanxin; Fan, Qibin; Zhu, Li Variable selection and estimation using a continuous approximation to the \(L_0\) penalty. (English) Zbl 1385.62019 Ann. Inst. Stat. Math. 70, No. 1, 191-214 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62J05 62J07 PDF BibTeX XML Cite \textit{Y. Wang} et al., Ann. Inst. Stat. Math. 70, No. 1, 191--214 (2018; Zbl 1385.62019) Full Text: DOI OpenURL
Mallick, Himel; Yi, Nengjun Bayesian group bridge for bi-level variable selection. (English) Zbl 1466.62155 Comput. Stat. Data Anal. 110, 115-133 (2017). MSC: 62-08 PDF BibTeX XML Cite \textit{H. Mallick} and \textit{N. Yi}, Comput. Stat. Data Anal. 110, 115--133 (2017; Zbl 1466.62155) Full Text: DOI OpenURL