JOURNAL ARTICLE
Sparse factor regression via penalized maximum likelihood estimation
Year: 2016 Journal: Statistical Papers Vol: 59 (2)Pages: 633-662 Publisher: Springer Science+Business Media
Keywords:
Multicollinearity Statistics Mathematics Lasso (programming language) Regression Regression analysis Maximum likelihood Restricted maximum likelihood Monte Carlo method Maximum likelihood sequence estimation Factor analysis Computer science
Metrics
8
Cited By
1.04
FWCI (Field Weighted Citation Impact)
45
Refs
0.82
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Statistical Methods and Bayesian Inference
Physical Sciences → Mathematics → Statistics and Probability
Related Documents
BOOK
Maximum Penalized Likelihood Estimation
V. N. LaRicciaP. P. B. Eggermont
Springer series in statistics Year: 2009
BOOK
Maximum Penalized Likelihood Estimation
P. P. B. EggermontV. N. LaRiccia
Springer series in statistics Year: 2001
JOURNAL ARTICLE
A penalized maximum likelihood approach to sparse factor analysis
Julie ChoiGary W. OehlertHui Zou
Journal: Statistics and Its Interface Year: 2010 Vol: 3 (4)Pages: 429-436
JOURNAL ARTICLE
Penalized Maximum Likelihood Estimation in Logistic Regression and Discrimination
Journal: Biometrika Year: 1982 Vol: 69 (1)Pages: 123-123
JOURNAL ARTICLE
Penalized maximum likelihood estimation in logistic regression and discrimination
Journal: Biometrika Year: 1982 Vol: 69 (1)Pages: 123-136