Simultaneous variable selection for heteroscedastic regression models (Q547385): Difference between revisions

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+Q4769776
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+The Focused Information Criterion
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+Adjustment of the Profile Likelihood for a Class of Normal Regression Models
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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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+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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+Frequentist Model Average Estimators
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+Regression and time series model selection in small samples
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+REML estimation: Asymptotic behavior and related topics
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+Double Hierarchical Generalized Linear Models (With Discussion)
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+The model selection criterion AICu.
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+Recovery of inter-block information when block sizes are unequal
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+Estimating the dimension of a model
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+A Modified Pseudolikelihood Approach for Analysis of Longitudinal Data
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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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