Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648): Difference between revisions

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+A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses
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+Extended Bayesian information criteria for model selection with large model spaces
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+For most large underdetermined systems of linear equations the minimal 𝓁<sub>1</sub>‐norm solution is also the sparsest solution
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+Ideal spatial adaptation by wavelet shrinkage
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+Least angle regression. (With discussion)
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Q5491004
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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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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+The risk inflation criterion for multiple regression
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Estimating the dimension of a model
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+Model selection in irregular problems: Applications to mapping quantitative trait loci
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+Q4864293
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+Forward Regression for Ultra-High Dimensional Variable Screening
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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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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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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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+On the adaptive elastic net with a diverging number of parameters
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