Hard thresholding regression (Q4629285): Difference between revisions

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+Simultaneous analysis of Lasso and Dantzig selector
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+Statistics for high-dimensional data. Methods, theory and applications.
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Ideal spatial adaptation by wavelet shrinkage
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+Q4328414
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
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+Strong oracle optimality of folded concave penalized estimation
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+Q3543468
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+Estimation And Selection Via Absolute Penalized Convex Minimization And Its Multistage Adaptive Applications
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+When do stepwise algorithms meet subset selection criteria?
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+Exploration, normalization, and summaries of high density oligonucleotide array probe level data
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+Smoothly Clipped Absolute Deviation on High Dimensions
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+Q2834437
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+Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
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+Q2896143
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+Q4864293
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+Calibrating nonconvex penalized regression in ultra-high dimension
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+Covariance-Regularized Regression and Classification for high Dimensional Problems
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+Nearly unbiased variable selection under minimax concave penalty
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+Q2896066
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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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+One-step sparse estimates in nonconcave penalized likelihood models
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