On the penalized maximum likelihood estimation of high-dimensional approximate factor model

Shaoxin Wang; Hu Yang; Chaoli Yao

doi:10.1007/s00180-019-00869-z

On the penalized maximum likelihood estimation of high-dimensional approximate factor model

Computational Statistics ◽

10.1007/s00180-019-00869-z ◽

2019 ◽

Vol 34 (2) ◽

pp. 819-846

Author(s):

Shaoxin Wang ◽

Hu Yang ◽

Chaoli Yao

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Factor Model ◽

Likelihood Estimation ◽

High Dimensional ◽

Penalized Maximum Likelihood ◽

Approximate Factor Model ◽

Penalized Maximum Likelihood Estimation

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Penalized maximum likelihood estimation in logistic regression and discrimination

Biometrika ◽

10.1093/biomet/69.1.123 ◽

1982 ◽

Vol 69 (1) ◽

pp. 123-136 ◽

Cited By ~ 49

Author(s):

J. A. ANDERSON ◽

V. BLAIR

Keyword(s):

Logistic Regression ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Penalized Maximum Likelihood ◽

Penalized Maximum Likelihood Estimation

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Penalized Maximum Likelihood Estimation of Semiparametric Generalized Linear Models with Application to Climate Temperature Data

Mathematics and Statistics ◽

10.13189/ms.2020.080415 ◽

2020 ◽

Vol 8 (4) ◽

pp. 472-479

Author(s):

Azumah Karim ◽

Ananda Omutokoh Kube ◽

Bashiru Imoro Ibn Saeed

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Generalized Linear Models ◽

Linear Models ◽

Likelihood Estimation ◽

Temperature Data ◽

Penalized Maximum Likelihood ◽

Penalized Maximum Likelihood Estimation

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Penalized maximum likelihood estimation in the modified extended Weibull distribution

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2017.1381735 ◽

2017 ◽

Vol 48 (2) ◽

pp. 334-349 ◽

Cited By ~ 3

Author(s):

Verônica M. C. Lima ◽

Francisco Cribari–Neto

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Weibull Distribution ◽

Likelihood Estimation ◽

Penalized Maximum Likelihood ◽

Extended Weibull Distribution ◽

Penalized Maximum Likelihood Estimation

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Depth-variant deconvolution of 3D widefield fluorescence microscopy using the penalized maximum likelihood estimation method

Optics Express ◽

10.1364/oe.21.027668 ◽

2013 ◽

Vol 21 (23) ◽

pp. 27668 ◽

Cited By ~ 11

Author(s):

Jeongtae Kim ◽

Suhyeon An ◽

Sohyun Ahn ◽

Boyoung Kim

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Fluorescence Microscopy ◽

Estimation Method ◽

Likelihood Estimation ◽

Penalized Maximum Likelihood ◽

Maximum Likelihood Estimation Method ◽

Penalized Maximum Likelihood Estimation

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Penalized maximum-likelihood estimation of covariance matrices with linear structure

IEEE Transactions on Signal Processing ◽

10.1109/78.650262 ◽

1997 ◽

Vol 45 (12) ◽

pp. 3027-3038 ◽

Cited By ~ 9

Author(s):

T.J. Schulz

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Linear Structure ◽

Covariance Matrices ◽

Penalized Maximum Likelihood ◽

Penalized Maximum Likelihood Estimation

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Penalized maximum likelihood estimation to directly adjust diagnostic and prognostic prediction models for overoptimism: a clinical example

Journal of Clinical Epidemiology ◽

10.1016/j.jclinepi.2004.01.020 ◽

2004 ◽

Vol 57 (12) ◽

pp. 1262-1270 ◽

Cited By ~ 104

Author(s):

K.G.M. Moons ◽

A. Rogier T. Donders ◽

E.W. Steyerberg ◽

F.E. Harrell

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Prediction Models ◽

Likelihood Estimation ◽

Penalized Maximum Likelihood ◽

Prognostic Prediction ◽

Penalized Maximum Likelihood Estimation

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Penalized maximum likelihood estimation for Gaussian hidden Markov models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2014.957855 ◽

2016 ◽

Vol 45 (20) ◽

pp. 6133-6148

Author(s):

Grigory Alexandrovich

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation ◽

Penalized Maximum Likelihood ◽

Penalized Maximum Likelihood Estimation

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Penalized Maximum Likelihood Estimation

Encyclopedia of Statistical Sciences ◽

10.1002/0471667196.ess1943 ◽

2004 ◽

Author(s):

B. W. Silverman

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Penalized Maximum Likelihood ◽

Penalized Maximum Likelihood Estimation

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Penalized Maximum Likelihood Estimation for univariate normal mixture distributions

10.1063/1.1381887 ◽

2001 ◽

Cited By ~ 7

Author(s):

A. Ridolfi

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Mixture Distributions ◽

Normal Mixture ◽

Penalized Maximum Likelihood ◽

Penalized Maximum Likelihood Estimation

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Logistic Regression Procedure Using Penalized Maximum Likelihood Estimation for Differential Item Functioning

Journal of Educational Measurement ◽

10.1111/jedm.12253 ◽

2019 ◽

Vol 57 (3) ◽

pp. 443-457

Author(s):

Sunbok Lee

Keyword(s):

Logistic Regression ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Differential Item Functioning ◽

Likelihood Estimation ◽

Penalized Maximum Likelihood ◽

Regression Procedure ◽

Item Functioning ◽

Logistic Regression Procedure ◽

Penalized Maximum Likelihood Estimation

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