Model selection properties of forward selection and sequential cross‐validation for high‐dimensional regression

Canadian Journal of Statistics ◽

10.1002/cjs.11635 ◽

2021 ◽

Author(s):

Jerzy Wieczorek ◽

Jing Lei

Keyword(s):

Model Selection ◽

Cross Validation ◽

High Dimensional ◽

Forward Selection ◽

High Dimensional Regression

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A systematic review on model selection in high-dimensional regression

Journal of the Korean Statistical Society ◽

10.1016/j.jkss.2018.10.001 ◽

2019 ◽

Vol 48 (1) ◽

pp. 1-12 ◽

Author(s):

Eun Ryung Lee ◽

Jinwoo Cho ◽

Kyusang Yu

Keyword(s):

Systematic Review ◽

Model Selection ◽

High Dimensional ◽

High Dimensional Regression

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Robust U-type test for high dimensional regression coefficients using refitted cross-validation variance estimation

Science China Mathematics ◽

10.1007/s11425-016-0156-0 ◽

2016 ◽

Vol 59 (12) ◽

pp. 2319-2334

Author(s):

WenWen Guo ◽

YongShuai Chen ◽

HengJian Cui

Keyword(s):

Cross Validation ◽

Variance Estimation ◽

Regression Coefficients ◽

High Dimensional ◽

Type Test ◽

High Dimensional Regression

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Test for high-dimensional regression coefficients using refitted cross-validation variance estimation

The Annals of Statistics ◽

10.1214/17-aos1573 ◽

2018 ◽

Vol 46 (3) ◽

pp. 958-988 ◽

Author(s):

Hengjian Cui ◽

Wenwen Guo ◽

Wei Zhong

Keyword(s):

Cross Validation ◽

Variance Estimation ◽

Regression Coefficients ◽

High Dimensional ◽

High Dimensional Regression

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Model selection and estimation in high dimensional regression models with group SCAD

Statistics & Probability Letters ◽

10.1016/j.spl.2015.04.017 ◽

2015 ◽

Vol 103 ◽

pp. 86-92 ◽

Author(s):

Xiao Guo ◽

Hai Zhang ◽

Yao Wang ◽

Jiang-Lun Wu

Keyword(s):

Model Selection ◽

Regression Models ◽

High Dimensional ◽

High Dimensional Regression

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Testing Covariates in High Dimensional Regression

SSRN Electronic Journal ◽

10.2139/ssrn.2260820 ◽

2013 ◽

Author(s):

Wei Lan ◽

Hansheng Wang ◽

Chih-Ling Tsai

Keyword(s):

High Dimensional ◽

High Dimensional Regression

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Hierarchical selection of variables in sparse high-dimensional regression

Institute of Mathematical Statistics Collections - Borrowing Strength: Theory Powering Applications – A Festschrift for Lawrence D. Brown ◽

10.1214/10-imscoll605 ◽

2010 ◽

pp. 56-69 ◽

Author(s):

Peter J. Bickel ◽

Ya’acov Ritov ◽

Alexandre B. Tsybakov

Keyword(s):

High Dimensional ◽

Selection Of Variables ◽

High Dimensional Regression ◽

Hierarchical Selection ◽

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A Fast and Scalable Multiobjective Genetic Fuzzy System for Linguistic Fuzzy Modeling in High-Dimensional Regression Problems

IEEE Transactions on Fuzzy Systems ◽

10.1109/tfuzz.2011.2131657 ◽

2011 ◽

Vol 19 (4) ◽

pp. 666-681 ◽

Author(s):

Rafael Alcala ◽

María José Gacto ◽

Francisco Herrera

Keyword(s):

Fuzzy System ◽

Fuzzy Modeling ◽

High Dimensional ◽

Genetic Fuzzy System ◽

High Dimensional Regression ◽

Regression Problems ◽

Linguistic Fuzzy Modeling

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Linguistic Fuzzy Modeling for High Dimensional Regression Problem Using Multi-Objective Genetic Algorithm

2018 International Conference on Computer, Communication, Chemical, Material and Electronic Engineering (IC4ME2) ◽

10.1109/ic4me2.2018.8465603 ◽

2018 ◽

Author(s):

Sayeeda Ashraf ◽

Pintu Chandra Shill

Keyword(s):

Genetic Algorithm ◽

Fuzzy Modeling ◽

High Dimensional ◽

Regression Problem ◽

Multi Objective ◽

Multi Objective Genetic Algorithm ◽

High Dimensional Regression ◽

Linguistic Fuzzy Modeling

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A multiple-case deletion approach for detecting influential points in high-dimensional regression

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2018.1433840 ◽

2018 ◽

Vol 48 (7) ◽

pp. 2065-2082 ◽

Author(s):

Tao Wang ◽

Qun Li ◽

Qingpei Zang ◽

Zhonghua Li

Keyword(s):

High Dimensional ◽

Influential Points ◽

Case Deletion ◽

High Dimensional Regression ◽

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Multiple predictingK-fold cross-validation for model selection

Journal of Nonparametric Statistics ◽

10.1080/10485252.2017.1404598 ◽

2017 ◽

Vol 30 (1) ◽

pp. 197-215 ◽

Author(s):

Yoonsuh Jung

Keyword(s):

Model Selection ◽

Cross Validation ◽

Fold Cross Validation

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