Consistent group selection in high-dimensional linear regression (Q627307): Difference between revisions

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+Regularization of Wavelet Approximations
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+Discussion: One-step sparse estimates in nonconcave penalized likelihood models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
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+Asymptotic properties of bridge estimators in sparse high-dimensional regression models
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+Q3543468
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+Q5488701
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+Asymptotics for Lasso-type estimators.
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+The Group Lasso for Logistic Regression
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+High-dimensional graphs and variable selection with the Lasso
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+Estimating the dimension of a model
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+Q4864293
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+High-dimensional generalized linear models and the lasso
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+Model Selection and Estimation in Regression with Grouped Variables
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+Q3174050
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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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+W3100282982
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