KOO Approach for Scalable Variable Selection Problem in Large-dimensional Regression

Zhidong Bai, Kwok Pui Choi, Yasunori Fujikoshi, Jiang Hu

Type: Article

Publication Date: 2024-03-20

Citations: 1

DOI: https://doi.org/10.5705/ss.202023.0153

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Locations

Statistica Sinica - View
arXiv (Cornell University) - View - PDF

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Works Cited by This (28)

Action	Title	Year	Authors
+	Strong consistency of the information criterion for model selection in multivariate analysis	1988	Ryuei Nishii Zhidong Bai P. R. Krishnaiah
+ PDF Chat	Nearly unbiased variable selection under minimax concave penalty	2010	Cun‐Hui Zhang
+	A review of recent variable selection methods in industrial and chemometrics applications	2014	Michel J. Anzanello Flávio Sanson Fogliatto
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li
+	AN ASYMPTOTIC THEORY FOR LINEAR MODEL SELECTION	1997	Jun Shao
+	Covariate assisted screening and estimation	2014	Zheng Tracy Ke Jiashun Jin Jianqing Fan
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani
+	Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection	2012	Lisha Chen Jianhua Z. Huang
+ PDF Chat	Sure Independence Screening for Ultrahigh Dimensional Feature Space	2008	Jianqing Fan Jinchi Lv