A Model-Averaging Approach for High-Dimensional Regression (Q4975348): Difference between revisions

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+A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
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+Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
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+Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Least angle regression. (With discussion)
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+Forecast Combination and Model Averaging Using Predictive Measures
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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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+Benchmark priors for Bayesian model averaging.
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+Least Squares Model Averaging
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+Jackknife model averaging
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+Q4521593
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+Normal rank
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+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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+The Group Lasso for Logistic Regression
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+Bayesian Model Averaging With Applications to Benchmark Dose Estimation for Arsenic in Drinking Water
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+The Bayesian Lasso
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+Normal rank
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+Optimal global rates of convergence for nonparametric regression
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+Least squares model averaging by Mallows criterion
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+Bayesian model averaging and exchange rate forecasts
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+Model Selection and Estimation in Regression with Grouped Variables
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+Nearly unbiased variable selection under minimax concave penalty
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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 ``degrees of freedom'' of the lasso
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