A systematic review on model selection in high-dimensional regression (Q1726155): Difference between revisions

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+https://doi.org/10.1016/j.jkss.2018.10.001
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+W2900489223
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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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+Extended Bayesian information criteria for model selection with large model spaces
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+Extended BIC for small-n-large-P sparse GLM
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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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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Smoothly Clipped Absolute Deviation on High Dimensions
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+Q5405154
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+Large sample properties of the smoothly clipped absolute deviation penalized maximum likelihood estimation on high dimensions
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+Model Selection via Bayesian Information Criterion for Quantile Regression Models
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+Square root penalty: Adaption to the margin in classification and in edge estimation
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+High-dimensional generalized linear models and the lasso
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+On the conditions used to prove oracle results for the Lasso
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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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+Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
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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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+Q128948583
@@ Property / Wikidata QID: Q128948583 / rank @@
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+Publication:1726155