Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space (Q2861817): Difference between revisions

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+Regularization of Wavelet Approximations
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+Normal rank
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+Risk bounds for model selection via penalization
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+Normal rank
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+Simultaneous analysis of Lasso and Dantzig selector
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+Sparsity oracle inequalities for the Lasso
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+Normal rank
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ             <sup>1</sup>             minimization
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+Stable recovery of sparse overcomplete representations in the presence of noise
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+Least angle regression. (With discussion)
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+Normal rank
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+High-dimensional classification using features annealed independence rules
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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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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Pathwise coordinate optimization
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+Normal rank
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+High-Dimensional Sparse Additive Hazards Regression
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+A unified approach to model selection and sparse recovery using regularized least squares
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+High-dimensional generalized linear models and the lasso
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+Weak convergence and empirical processes. With applications to statistics
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+Nearly unbiased variable selection under minimax concave penalty
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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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+Normal rank
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+One-step sparse estimates in nonconcave penalized likelihood models
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