NONCONCAVE PENALIZED M-ESTIMATION WITH A DIVERGING NUMBER OF PARAMETERS

Gaorong Li, Heng Peng, Lixing Zhu

Type: Article

Publication Date: 2011-01-01

Citations: 98

Locations

Statistica Sinica - View

Similar Works

Action	Title	Year	Authors
+	SCAD penalized rank regression with a diverging number of parameters	2014	Hu Yang Chaohui Guo Jing Lv
+ PDF Chat	Robust and sparse estimators for linear regression models	2017	Ezequiel Smucler Vı́ctor J. Yohai
+	Robust variable selection via penalized MT-estimator in generalized linear models	2021	R. L. Salamwade D. M. Sakate
+	Robust penalized regression for complex high-dimensional data	2020	Bin Luo
+	Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases	2022	Ana M. Bianco Graciela Boente Gonzalo Chebi
+	Partial Penalized Likelihood Ratio Test under Sparse Case	2013	Shanshan Wang Hengjian Cui
+ PDF Chat	Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation	2020	Chengchun Shi Rui Song Wenbin Lu Runze Li
+ PDF Chat	Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection	2011	Jelena Bradić Jianqing Fan Weiwei Wang
+	Penalized inverse probability weighted estimators for weighted rank regression with missing covariates	2015	Hu Yang Chaohui Guo Jing Lv
+	Nonconcave penalized M-estimation for the least absolute relative errors model	2021	Ruiya Fan Shuguang Zhang Yaohua Wu
+	Variable selection of diverging number of parameters under combined penalized likelihood estimations	2015	Dong Yin
+	Robust variable screening for regression using factor profiling	2017	Zhaoran Wang Stefan Van Aelst
+	Penalized high-dimensional empirical likelihood	2010	Cheng Yong Tang Chenlei Leng
+	SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models	2014	Mingqiu Wang Lixin Song Guo‐Liang Tian
+	Robust and sparse estimators for linear regression models	2015	Ezequiel Smucler Vı́ctor J. Yohai
+	Robust and sparse estimators for linear regression models	2015	Ezequiel Smucler Vı́ctor J. Yohai
+ PDF Chat	Statistical inference for high-dimensional convoluted rank regression	2024	Leheng Cai Xu Guo Heng Lian Liping Zhu
+	Nonconcave penalized inverse regression in single-index models with high dimensional predictors	2008	Li Zhu Lixing Zhu
+ PDF Chat	Partial Consistency with Sparse Incidental Parameters	2017	Jianqing Fan Runlong Tang Xiaofeng Shi
+	Oracle P-values and variable screening	2017	Ning Hao Hao Helen Zhang

Works That Cite This (97)

Action	Title	Year	Authors
+ PDF Chat	Robust Parametric Classification and Variable Selection by a Minimum Distance Criterion	2012	C. Eric David W. Scott
+	Robust structure identification and variable selection in partial linear varying coefficient models	2016	Kangning Wang Lu Lin
+	Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models	2016	Yujie Li Gaorong Li Heng Lian Tiejun Tong
+	Model averaging for M-estimation	2018	Jiang Du Zhongzhan Zhang Tianfa Xie
+	Balanced estimation for high-dimensional measurement error models	2018	Zemin Zheng Yang Li Chongxiu Yu Gaorong Li
+	Variable selection for covariate adjusted regression model	2014	Xuejing Li Jiang Du Gaorong Li Fan Ming-zhi
+	Robust Variable Selection Criteria for the Penalized Regression	2019	Abhijit Mandal Samiran Ghosh
+	Variable selection in robust semiparametric modeling for longitudinal data	2013	Kangning Wang Lu Lin
+	Ultra High Dimensional Change Point Detection	2021	Xin Liu Liwen Zhang Zhen Zhang
+	Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method	2020	Yunlu Jiang Yan Wang Jiantao Zhang Baojian Xie Jibiao Liao Wenhui Liao

Works Cited by This (40)

Action	Title	Year	Authors
+	Robustness Aspects of Model Choice	1997	Elvezio Ronchetti
+	M-estimation of multivariate linear regression parameters under a convex discrepancy function	1992	Zhidong Bai C. Radhakrishna Rao Yuehua Wu
+ PDF Chat	Asymptotic oracle properties of SCAD-penalized least squares estimators	2007	Jian Huang Huiliang Xie
+	New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis	2004	Jianqing Fan Runze Li
+	Regularization of Wavelet Approximations	2001	Anestis Antoniadis Jianqing Fan
+	Limiting Behavior of M-Estimators of Regression-Coefficients in High Dimensional Linear Models II. Scale-Invariant Case	1994	Zhidong Bai Yuehua Wu
+ PDF Chat	On $M$-Processes and $M$-Estimation	1989	A. H. Welsh
+	A Robust Version of Mallows's <i>C</i> <sub>P</sub>	1994	Elvezio Ronchetti Robert G. Staudte
+ PDF Chat	Asymptotic properties of bridge estimators in sparse high-dimensional regression models	2008	Jian Huang Joël L. Horowitz Shuangge Ma
+ PDF Chat	Asymptotics with Increasing Dimension for Robust Regression with Applications to the Bootstrap	1989	Enno Mammen