Focused estimation and model averaging with penalization methods: an overview
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- Type
- article
- Published
- 2012-08-01
- Cited by
- 12
- References
- 45
- OpenAlex
- https://openalex.org/W2097689714
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:122442936
Keywords
Estimator, Mean squared error, Mathematics, Feature selection, Context (archaeology)
References
- Minimum risk methods in the estimation of unknown sparsity
- A NOTE ON THE LASSO AND RELATED PROCEDURES IN MODEL SELECTION
- The Dantzig selector: Statistical estimation when P is much larger than n
- A Selective Overview of Variable Selection in High Dimensional Feature Space
- The Dantzig Selector in Cox's Proportional Hazards Model
- Nearly unbiased variable selection under minimax concave penalty
- Focused information criterion and model averaging for generalized additive partial linear models
- Asymptotics for lasso-type estimators
- Smoothly Clipped Absolute Deviation on High Dimensions
- A comparison of two model averaging techniques with an application to growth empirics
- Adaptive Regression by Mixing
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
- Addendum: Regularization and variable selection via the elastic net
- Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
- High-dimensional graphs and variable selection with the Lasso
- The Adaptive Lasso and Its Oracle Properties
- Spectral methods in machine learning and new strategies for very large datasets
- Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
- LASSO-TYPE GMM ESTIMATOR
- An asymptotic theory for model selection inference in general semiparametric problems
Cited by
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
- ‘Which model?’ is the wrong question
- Variable Selection in ROC Regression
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
- Focused model selection for social networks
- Determinants of Starting a Teaching Career: a multilevel analysis
- A High‐dimensional Focused Information Criterion
- Model Selection via Focused Information Criteria for Complex Data in Ecology and Evolution
- The focussed information criterion for generalised linear regression models for time series
- A Scalable Frequentist Model Averaging Method
- Focused Model Selection for Social Networks
- A Focused Information Criterion for Graphical Models in fMRI Connectivity with High-Dimensional Data
- Why Model Averaging
- Social Networks
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