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Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR

Citations

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Cited by:

  1. Shangwei Zhao & Aman Ullah & Xinyu Zhang, 2018. "A Class of Model Averaging Estimators," Working Paper series 18-11, Rimini Centre for Economic Analysis.
  2. Hou, Zhaohan & Wang, Lei, 2024. "Heterogeneous quantile regression for longitudinal data with subgroup structures," Computational Statistics & Data Analysis, Elsevier, vol. 194(C).
  3. Diebold, Francis X. & Shin, Minchul, 2019. "Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1679-1691.
  4. Banerjee, Trambak & Mukherjee, Gourab & Radchenko, Peter, 2017. "Feature screening in large scale cluster analysis," Journal of Multivariate Analysis, Elsevier, vol. 161(C), pages 191-212.
  5. Philip Kostov & Thankom Arun & Samuel Annim, 2014. "Financial Services to the Unbanked: the case of the Mzansi intervention in South Africa," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(2), June.
  6. Pei Wang & Shunjie Chen & Sijia Yang, 2022. "Recent Advances on Penalized Regression Models for Biological Data," Mathematics, MDPI, vol. 10(19), pages 1-24, October.
  7. Sunkyung Kim & Wei Pan & Xiaotong Shen, 2013. "Network‐Based Penalized Regression With Application to Genomic Data," Biometrics, The International Biometric Society, vol. 69(3), pages 582-593, September.
  8. Wei Pan & Benhuai Xie & Xiaotong Shen, 2010. "Incorporating Predictor Network in Penalized Regression with Application to Microarray Data," Biometrics, The International Biometric Society, vol. 66(2), pages 474-484, June.
  9. Wentao Qu & Xianchao Xiu & Huangyue Chen & Lingchen Kong, 2023. "A Survey on High-Dimensional Subspace Clustering," Mathematics, MDPI, vol. 11(2), pages 1-39, January.
  10. Jen-Chieh Teng & Chin-Tsang Chiang & Alvin Lim, 2024. "An effective method for identifying clusters of robot strengths," Computational Statistics, Springer, vol. 39(6), pages 3303-3345, September.
  11. Kremer, Philipp J. & Lee, Sangkyun & Bogdan, Małgorzata & Paterlini, Sandra, 2020. "Sparse portfolio selection via the sorted ℓ1-Norm," Journal of Banking & Finance, Elsevier, vol. 110(C).
  12. Jiang, Liewen & Bondell, Howard D. & Wang, Huixia Judy, 2014. "Interquantile shrinkage and variable selection in quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 208-219.
  13. Jessie J Hsu & Dianne M Finkelstein & David A Schoenfeld, 2015. "Outcome-Driven Cluster Analysis with Application to Microarray Data," PLOS ONE, Public Library of Science, vol. 10(11), pages 1-15, November.
  14. Hiraki, Kazuhiro & Sun, Chuanping, 2022. "A toolkit for exploiting contemporaneous stock correlations," Journal of Empirical Finance, Elsevier, vol. 65(C), pages 99-124.
  15. Marion, Rebecca & Lederer, Johannes & Govaerts, Bernadette & von Sachs, Rainer, 2021. "VC-PCR: A Prediction Method based on Supervised Variable Selection and Clustering," LIDAM Discussion Papers ISBA 2021040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  16. Stefano Monni, 2014. "Bayesian variable selection for correlated covariates via colored cliques," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(2), pages 143-163, April.
  17. Aman Ullah & Xinyu Zhang, 2015. "Grouped Model Averaging for Finite Sample Size," Working Papers 201501, University of California at Riverside, Department of Economics.
  18. Howard D. Bondell & Brian J. Reich, 2009. "Simultaneous Factor Selection and Collapsing Levels in ANOVA," Biometrics, The International Biometric Society, vol. 65(1), pages 169-177, March.
  19. Oikonomou, Ioannis & Platanakis, Emmanouil & Sutcliffe, Charles, 2018. "Socially responsible investment portfolios: Does the optimization process matter?," The British Accounting Review, Elsevier, vol. 50(4), pages 379-401.
  20. Justin B. Post & Howard D. Bondell, 2013. "Factor Selection and Structural Identification in the Interaction ANOVA Model," Biometrics, The International Biometric Society, vol. 69(1), pages 70-79, March.
  21. Cui, Qiurong & Xu, Yuqing & Zhang, Zhengjun & Chan, Vincent, 2021. "Max-linear regression models with regularization," Journal of Econometrics, Elsevier, vol. 222(1), pages 579-600.
  22. Jeon, Jong-June & Kwon, Sunghoon & Choi, Hosik, 2017. "Homogeneity detection for the high-dimensional generalized linear model," Computational Statistics & Data Analysis, Elsevier, vol. 114(C), pages 61-74.
  23. Howard D. Bondell & Arun Krishna & Sujit K. Ghosh, 2010. "Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models," Biometrics, The International Biometric Society, vol. 66(4), pages 1069-1077, December.
  24. Yue, Lili & Li, Gaorong & Lian, Heng & Wan, Xiang, 2019. "Regression adjustment for treatment effect with multicollinearity in high dimensions," Computational Statistics & Data Analysis, Elsevier, vol. 134(C), pages 17-35.
  25. Liu, Jianyu & Yu, Guan & Liu, Yufeng, 2019. "Graph-based sparse linear discriminant analysis for high-dimensional classification," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 250-269.
  26. Xing, Xin & Hu, Jinjin & Yang, Yaning, 2014. "Robust minimum variance portfolio with L-infinity constraints," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 107-117.
  27. Mostafa Rezaei & Ivor Cribben & Michele Samorani, 2021. "A clustering-based feature selection method for automatically generated relational attributes," Annals of Operations Research, Springer, vol. 303(1), pages 233-263, August.
  28. Ander Wilson & Brian J. Reich, 2014. "Confounder selection via penalized credible regions," Biometrics, The International Biometric Society, vol. 70(4), pages 852-861, December.
  29. Zhao, Shangwei & Ullah, Aman & Zhang, Xinyu, 2018. "A class of model averaging estimators," Economics Letters, Elsevier, vol. 162(C), pages 101-106.
  30. Zuber Verena & Strimmer Korbinian, 2011. "High-Dimensional Regression and Variable Selection Using CAR Scores," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-27, July.
  31. McKay Curtis, S. & Banerjee, Sayantan & Ghosal, Subhashis, 2014. "Fast Bayesian model assessment for nonparametric additive regression," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 347-358.
  32. Zhang, Yingying & Wang, Huixia Judy & Zhu, Zhongyi, 2019. "Quantile-regression-based clustering for panel data," Journal of Econometrics, Elsevier, vol. 213(1), pages 54-67.
  33. Mihee Lee & Haipeng Shen & Jianhua Z. Huang & J. S. Marron, 2010. "Biclustering via Sparse Singular Value Decomposition," Biometrics, The International Biometric Society, vol. 66(4), pages 1087-1095, December.
  34. Chakraborty, Sounak & Lozano, Aurelie C., 2019. "A graph Laplacian prior for Bayesian variable selection and grouping," Computational Statistics & Data Analysis, Elsevier, vol. 136(C), pages 72-91.
  35. Minami, Kentaro, 2020. "Degrees of freedom in submodular regularization: A computational perspective of Stein’s unbiased risk estimate," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
  36. Lu Tang & Peter X.‐K. Song, 2021. "Poststratification fusion learning in longitudinal data analysis," Biometrics, The International Biometric Society, vol. 77(3), pages 914-928, September.
  37. Anubha Goel & Damir Filipovi'c & Puneet Pasricha, 2024. "Sparse Portfolio Selection via Topological Data Analysis based Clustering," Papers 2401.16920, arXiv.org, revised Dec 2024.
  38. Philipp J. Kremer & Sangkyun Lee & Malgorzata Bogdan & Sandra Paterlini, 2017. "Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm," Papers 1710.02435, arXiv.org.
  39. Peter Radchenko & Gourab Mukherjee, 2017. "Convex clustering via l 1 fusion penalization," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1527-1546, November.
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