The Adaptive Gril Estimator with a Diverging Number of Parameters (Q2859305): Difference between revisions

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+.6390
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+Simultaneous analysis of Lasso and Dantzig selector
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+Sparsity oracle inequalities for the Lasso
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+Atomic Decomposition by Basis Pursuit
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+Shrinkage and model selection with correlated variables via weighted fusion
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+Least angle regression. (With discussion)
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+Penalized regression combining the \( L_{1}\) norm and a correlation based penalty
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Asymptotics for Lasso-type estimators.
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+Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
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+Feature selection guided by structural information
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+Sparse regression with exact clustering
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+Sparsity and Smoothness Via the Fused Lasso
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+On the Non-Negative Garrotte Estimator
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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+On the adaptive elastic net with a diverging number of parameters
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