Related papers: Partial Penalized Likelihood Ratio Test under Spar…

Many methods have been developed to estimate the set of relevant variables in a sparse linear model Y= XB+e where the dimension p of B can be much higher than the length n of Y. Here we propose two new methods based on multiple hypotheses…

The Ising model is a useful tool for studying complex interactions within a system. The estimation of such a model, however, is rather challenging, especially in the presence of high-dimensional parameters. In this work, we propose…

This paper considers the problem of semi-parametric proportional hazards model fitting for interval, left and right censored survival times. We adopt a more versatile penalized likelihood method to estimate the baseline hazard and the…

Penalized methods are applied to quasi likelihood analysis for stochastic differential equation models. In this paper, we treat the quasi likelihood function and the associated statistical random field for which a polynomial type large…

Sparse linear discriminant analysis via penalized optimal scoring is a successful tool for classification in high-dimensional settings. While the variable selection consistency of sparse optimal scoring has been established, the…

We propose a sparse coefficient estimation and automated model selection procedure for autoregressive (AR) processes with heavy-tailed innovations based on penalized conditional maximum likelihood. Under mild moment conditions on the…

High dimensional statistical problems arise from diverse fields of scientific research and technological development. Variable selection plays a pivotal role in contemporary statistical learning and scientific discoveries. The traditional…

We consider the segmentation problem of Poisson and negative binomial (i.e. overdispersed Poisson) rate distributions. In segmentation, an important issue remains the choice of the number of segments. To this end, we propose a penalized…

Partial penalized tests provide flexible approaches to testing linear hypotheses in high dimensional generalized linear models. However, because the estimators used in these tests are local minimizers of potentially non-convex…

High-dimensional sparse modeling via regularization provides a powerful tool for analyzing large-scale data sets and obtaining meaningful, interpretable models. The use of nonconvex penalty functions shows advantage in selecting important…

Generalized likelihood ratio statistics have been proposed in Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193] as a generally applicable method for testing nonparametric hypotheses about nonparametric functions. The likelihood ratio…

In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and…

This paper considers a proportional hazards model, which allows one to examine the extent to which covariates interact nonlinearly with an exposure variable, for analysis of lifetime data. A local partial-likelihood technique is proposed to…

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Here we propose a novel searching scheme for a tuning parameter in high-dimensional penalized regression methods to address variable selection and modeling when sample sizes are limited compared to the data dimensions. Our method is…

In this paper, the high-dimensional sparse linear regression model is considered, where the overall number of variables is larger than the number of observations. We investigate the L1 penalized least absolute deviation method. Different…

In this paper new families of test statistics are introduced and studied for the problem of comparing two treatments in terms of the likelihood ratio order. The considered families are based on phi-divergence measures and arise as natural…

We have established a sparse estimation method for the generalized exponential marked Hawkes process by the penalized method to the ordinary method (P-O) estimator. Furthermore, we evaluated the probability of correct variable selection. In…

In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate pairwise effects in covariates for screening and…

A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…