Balanced estimation for high-dimensional measurement error models (Q1663093): Difference between revisions

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+Simultaneous analysis of Lasso and Dantzig selector
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Q4888734
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+CoCoLasso for high-dimensional error-in-variables regression
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+Least angle regression. (With discussion)
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+Network exploration via the adaptive LASSO and SCAD penalties
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
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+Strong oracle optimality of folded concave penalized estimation
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+Asymptotic properties for combined L1 and concave regularization
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+Q4003037
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+Q2834437
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+Q3074777
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+Sequential profile Lasso for ultra-high-dimensional partially linear models
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+Variable Selection for Partially Linear Models With Measurement Errors
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+High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
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+A unified approach to model selection and sparse recovery using regularized least squares
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+Variable selection in measurement error models
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+Sparse recovery under matrix uncertainty
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+Scaled sparse linear regression
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+Q4864293
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+Nearly unbiased variable selection under minimax concave penalty
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+A general theory of concave regularization for high-dimensional sparse estimation problems
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+High Dimensional Thresholded Regression and Shrinkage Effect
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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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+One-step sparse estimates in nonconcave penalized likelihood models
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+On the adaptive elastic net with a diverging number of parameters
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