512 citations · 1.1k across the 41 of their papers we have counts for
7 papers · 1 filter
Functional Measurement Error in Functional Regression
Sneha Jadhav, Shuangge Ma
Measurement error is an important problem that has not been very well studied in the context of Functional Data Analysis. To the best of our knowledge, there are no existing method…
A Selective Review of Group Selection in High-Dimensional Models
Jian Huang, Patrick Breheny, Shuangge Ma
Grouping structures arise naturally in many statistical modeling problems. Several methods have been proposed for variable selection that respect grouping structure in variables. E…
The sparse Laplacian shrinkage estimator for high-dimensional regression
Jian Huang, Shuangge Ma, Hongzhe Li +1
We propose a new penalized method for variable selection and estimation that explicitly incorporates the correlation patterns among predictors. This method is based on a combinatio…
Penalized variable selection procedure for Cox models with semiparametric relative risk
Pang Du, Shuangge Ma, Hua Liang
We study the Cox models with semiparametric relative risk, which can be partially linear with one nonparametric component, or multiple additive or nonadditive nonparametric compone…
Asymptotic properties of bridge estimators in sparse high-dimensional regression models
Jian Huang, Joel L. Horowitz, Shuangge Ma
We study the asymptotic properties of bridge estimators in sparse, high-dimensional, linear regression models when the number of covariates may increase to infinity with the sample…
Penalized log-likelihood estimation for partly linear transformation models with current status data
Shuangge Ma, Michael R. Kosorok
We consider partly linear transformation models applied to current status data. The unknown quantities are the transformation function, a linear regression parameter and a nonparam…