Concepedia

Penalized Estimation

Penalized Estimation is a statistical inference method that belongs to the class of estimation techniques in which the likelihood function is augmented with a penalty term to regularize parameter estimates, thereby distinguishing it by its ability to simultaneously control model complexity and prevent overfitting in high-dimensional or ill-posed problems.

672

Publications

73.1K

Citations

1.2K

Authors

630

Institutions

Publications per year

2017–2026

170

Parents

Publications

672

The Adaptive Lasso and Its Oracle Properties

Hui Zou · Journal of the American Statistical Association · 2006 · 7.6K citations

, , +10

Bias reduction of maximum likelihood estimates

David Firth · Biometrika · 1993 · 4.4K citations

, , +16

Nearly unbiased variable selection under minimax concave penalty

Cun‐Hui Zhang · The Annals of Statistics · 2010 · 4K citations · Full text

, , +17

Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models

Simon N. Wood · Journal of the American Statistical Association · 2004 · 2.1K citations · Full text

, , +15

Model selection and estimation in the Gaussian graphical model

Ming Yuan, Yi Lin · Biometrika · 2007 · 1.7K citations

, , +15

1–5 of 672

Authors

1.2K

  1. SM
    Shuangge Ma

    Yale University, United States

    12 publications · 394 citations

    11

    h-index

  2. JF
    Jianqing Fan

    Princeton University, United States

    11 publications · 3.1K citations

    10

    h-index

  3. JH
    Jian Huang

    University of Iowa, United States

    9 publications · 700 citations

    9

    h-index

  4. HZ
    Hui Zou

    University of Minnesota, United States

    8 publications · 8.4K citations

    8

    h-index

  5. AA
    Anestis Antoniadis

    Université Joseph Fourier, France

    8 publications · 762 citations

    8

    h-index

1–5 of 1.2K

Institutions

630

  1. Centre National de la Recherche Scientifique

    Paris, France

    19 h-index

    38 publications

    3.1K citations

  2. North Carolina State University

    Raleigh, United States

    18 h-index

    36 publications

    4.5K citations

  3. Stanford University

    Stanford, United States

    16 h-index

    39 publications

    3.6K citations

  4. Yale University

    New Haven, United States

    14 h-index

    31 publications

    1.8K citations

  5. University of Minnesota

    Minneapolis, United States

    14 h-index

    32 publications

    3.1K citations

  6. University of Iowa

    Iowa City, United States

    13 h-index

    18 publications

    2.3K citations

  7. Ludwig-Maximilians-Universität München

    Munich, Germany

    13 h-index

    24 publications

    1.4K citations

  8. University of Michigan

    Ann Arbor, United States

    12 h-index

    24 publications

    901 citations

1–8 of 630

Venues

  1. The Annals of Statistics

    53 publications · 12.7K citations

    38

    h-index

  2. Biometrika

    22 publications · 9.9K citations

    22

    h-index

  3. Journal of the American Statistical Association

    25 publications · 12.6K citations

    20

    h-index

  4. arXiv (Cornell University)

    Repository · 43 publications · 1.9K citations

    19

    h-index

  5. Electronic Journal of Statistics

    25 publications · 1.5K citations

    17

    h-index

1–5