SCAD penalized rank regression with a diverging number of parameters (Q476249): Difference between revisions

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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Q3057789
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+Q3543468
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+Asymptotic oracle properties of SCAD-penalized least squares estimators
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+Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
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+Q3145539
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+Limiting distributions for \(L_1\) regression estimators under general conditions
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+Q3405561
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+Least squares approximation with a diverging number of parameters
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+Q3074777
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+Feature Screening via Distance Correlation Learning
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+Wilcoxon-type generalized Bayesian information criterion
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+Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Coordinate descent algorithms for lasso penalized regression
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+Model-Free Feature Screening for Ultrahigh-Dimensional Data
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+One-step sparse estimates in nonconcave penalized likelihood models
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+Composite quantile regression and the oracle model selection theory
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+On the adaptive elastic net with a diverging number of parameters
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