Achieving the oracle property of OEM with nonconvex penalties (Q5880161): Difference between revisions

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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
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+Better Subset Regression Using the Nonnegative Garrote
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+Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Nonconcave Penalized Likelihood With NP-Dimensionality
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Strong oracle optimality of folded concave penalized estimation
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+Tuning Parameter Selection in High Dimensional Penalized Likelihood
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+Ridge Regression: Biased Estimation for Nonorthogonal Problems
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+A tail inequality for quadratic forms of subgaussian random vectors
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+Variable selection using MM algorithms
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+Complexity of penalized likelihood estimation
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+When do stepwise algorithms meet subset selection criteria?
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+Smoothly Clipped Absolute Deviation on High Dimensions
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+<i>SparseNet</i>: Coordinate Descent With Nonconvex Penalties
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+Discussion: One-step sparse estimates in nonconcave penalized likelihood models: Who cares if it is a white cat or a black cat?
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+Majorization-minimization algorithms for nonsmoothly penalized objective functions
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+Q4864293
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+Convergence of a block coordinate descent method for nondifferentiable minimization
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+A coordinate gradient descent method for nonsmooth separable minimization
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Calibrating nonconvex penalized regression in ultra-high dimension
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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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+One-step sparse estimates in nonconcave penalized likelihood models
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