Enmsp: an elastic-net multi-step screening procedure for high-dimensional regression (Q6494423): Difference between revisions

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+Statistical significance in high-dimensional linear models
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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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+High Dimensional Variable Selection via Tilting
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+Broken adaptive ridge regression and its asymptotic properties
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nonconcave Penalized Likelihood With NP-Dimensionality
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+Strong oracle optimality of folded concave penalized estimation
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+Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory
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+Optimality of Graphlet Screening in High Dimensional Variable Selection
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+$\ell_1$ Trend Filtering
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Q2896143
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+The Spike-and-Slab LASSO
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+Q4864293
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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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+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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+Publication:6494423