Estimation in high-dimensional linear models with deterministic design matrices (Q447831): Difference between revisions

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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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+Ridge Regression: Biased Estimation for Nonorthogonal Problems
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+Variable selection using MM algorithms
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+Construction of orthogonal and nearly orthogonal Latin hypercubes
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+A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
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+High-dimensional graphs and variable selection with the Lasso
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Q4864293
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+Forward Regression for Ultra-High Dimensional Variable Screening
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Q3283298
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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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