| Publication | Date of Publication | Type |
|---|
Linear hypothesis testing for high dimensional Tobit models
Statistica Sinica | 2025-10-08 | Paper |
Enhanced Response Envelope via Envelope Regularization
Journal of the American Statistical Association | 2025-06-17 | Paper |
Predicting 5G throughput with BAMMO, a boosted additive model for data with missing observations
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2025-03-25 | Paper |
Enveloped Huber Regression
Journal of the American Statistical Association | 2024-12-10 | Paper |
A Note on Cross-Validation for Lasso Under Measurement Errors
Technometrics | 2024-11-12 | Paper |
Fast and Exact Leave-One-Out Analysis of Large-Margin Classifiers
Technometrics | 2024-10-31 | Paper |
Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Flexible Expectile Regression in Reproducing Kernel Hilbert Spaces
Technometrics | 2024-10-22 | Paper |
ADMM for High-Dimensional Sparse Penalized Quantile Regression
Technometrics | 2024-10-22 | Paper |
A Multicategory Kernel Distance Weighted Discrimination Method for Multiclass Classification
Technometrics | 2024-10-18 | Paper |
Robust rank canonical correlation analysis for multivariate survival data
STATISTICA SINICA | 2024-08-26 | Paper |
Sparse Convoluted Rank Regression in High Dimensions
Journal of the American Statistical Association | 2024-07-05 | Paper |
Honest leave-one-out cross-validation for estimating post-tuning generalization error
Stat | 2024-05-21 | Paper |
Tensor mixture discriminant analysis with applications to sensor array data analysis
The Annals of Applied Statistics | 2024-04-15 | Paper |
Density-Convoluted Support Vector Machines for High-Dimensional Classification
IEEE Transactions on Information Theory | 2024-03-19 | Paper |
| erboost | 2024-01-19 | Software |
Coordinatewise Gaussianization: Theories and Applications
Journal of the American Statistical Association | 2024-01-08 | Paper |
Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions
STATISTICA SINICA | 2023-11-17 | Paper |
Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit
Journal of the American Statistical Association | 2023-07-04 | Paper |
Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration
IEEE Transactions on Information Theory | 2020-12-04 | Paper |
| The maximum separation subspace in sufficient dimension reduction with categorical response | 2020-10-05 | Paper |
Nonparametric multiple expectile regression via ER-Boost
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
A coordinate majorization descent algorithm for _1 penalized learning
Journal of Statistical Computation and Simulation | 2020-03-09 | Paper |
Aggregated Expectile Regression by Exponential Weighting
STATISTICA SINICA | 2019-08-01 | Paper |
Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
Neural Computation | 2019-06-12 | Paper |
High dimensional semiparametric latent graphical model for mixed data
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-07 | Paper |
Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Bayesian high-dimensional regression for change point analysis
Statistics and Its Interface | 2019-03-13 | Paper |
Multiclass sparse discriminant analysis
STATISTICA SINICA | 2019-02-28 | Paper |
Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices
STATISTICA SINICA | 2018-11-22 | Paper |
Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas
Statistics and Its Interface | 2018-05-14 | Paper |
Another look at distance-weighted discrimination
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-02-19 | Paper |
CoCoLasso for high-dimensional error-in-variables regression
The Annals of Statistics | 2018-02-14 | Paper |
CoCoLasso for high-dimensional error-in-variables regression
The Annals of Statistics | 2018-02-14 | Paper |
SURE-tuned tapering estimation of large covariance matrices
Computational Statistics and Data Analysis | 2017-06-30 | Paper |
SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties
IEEE Transactions on Information Theory | 2017-04-28 | Paper |
High-dimensional generalizations of asymmetric least squares regression and their applications
The Annals of Statistics | 2017-02-13 | Paper |
Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation''
Electronic Journal of Statistics | 2016-03-03 | Paper |
A fast unified algorithm for solving group-lasso penalize learning problems
Statistics and Computing | 2016-02-23 | Paper |
A cocktail algorithm for solving the elastic net penalized Cox's regression in high dimensions
Statistics and Its Interface | 2015-12-17 | Paper |
On varying-coefficient independence screening for high-dimensional varying-coefficient models
STATISTICA SINICA | 2015-10-21 | Paper |
The fused Kolmogorov filter: a nonparametric model-free screening method
The Annals of Statistics | 2015-08-05 | Paper |
The fused Kolmogorov filter: a nonparametric model-free screening method
The Annals of Statistics | 2015-08-05 | Paper |
Correction: Strong oracle optimality of folded concave penalized estimation
The Annals of Statistics | 2015-05-11 | Paper |
Sparse semiparametric discriminant analysis
Journal of Multivariate Analysis | 2015-02-20 | Paper |
Regularized rank-based estimation of high-dimensional nonparanormal graphical models
The Annals of Statistics | 2014-09-15 | Paper |
Regularized rank-based estimation of high-dimensional nonparanormal graphical models
The Annals of Statistics | 2014-09-15 | Paper |
Strong oracle optimality of folded concave penalized estimation
The Annals of Statistics | 2014-08-04 | Paper |
Strong oracle optimality of folded concave penalized estimation
The Annals of Statistics | 2014-08-04 | Paper |
Rank-based tapering estimation of bandable correlation matrices
STATISTICA SINICA | 2014-04-29 | Paper |
The Kolmogorov filter for variable screening in high-dimensional binary classification
Biometrika | 2014-04-22 | Paper |
Sparse precision matrix estimation via lasso penalized D-trace loss
Biometrika | 2014-04-16 | Paper |
Generalizing Koenker's distribution
Journal of Statistical Planning and Inference | 2014-03-13 | Paper |
Minimax optimal estimation of general bandable covariance matrices
Journal of Multivariate Analysis | 2014-01-10 | Paper |
| scientific article; zbMATH DE number 6176341 (Why is no real title available?) | 2013-06-14 | Paper |
Positive-definite _1-penalized estimation of large covariance matrices
Journal of the American Statistical Association | 2013-01-31 | Paper |
Nonconcave penalized composite conditional likelihood estimation of sparse Ising models
The Annals of Statistics | 2012-12-10 | Paper |
Nonconcave penalized composite conditional likelihood estimation of sparse Ising models
The Annals of Statistics | 2012-12-10 | Paper |
Multi-class AdaBoost
Statistics and Its Interface | 2012-08-18 | Paper |
A penalized maximum likelihood approach to sparse factor analysis
Statistics and Its Interface | 2012-08-18 | Paper |
Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates
Journal of Statistical Planning and Inference | 2012-05-18 | Paper |
A direct approach to sparse discriminant analysis in ultra-high dimensions
Biometrika | 2012-03-29 | Paper |
Regularized parameter estimation in high-dimensional Gaussian mixture models
Neural Computation | 2011-07-14 | Paper |
Sure independence screening and compressed random sensing
Biometrika | 2011-06-28 | Paper |
New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
The Annals of Statistics | 2011-04-05 | Paper |
Efficient global approximation of generalized nonlinear \(\ell _{1}\)-regularized solution paths and its applications
Journal of the American Statistical Association | 2011-02-01 | Paper |
Structured variable selection and estimation
The Annals of Applied Statistics | 2010-04-21 | Paper |
Regularized simultaneous model selection in multiple quantiles regression
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
A note on path-based variable selection in the penalized proportional hazards model
Biometrika | 2009-06-10 | Paper |
New multicategory boosting algorithms based on multicategory Fisher-consistent losses
The Annals of Applied Statistics | 2009-02-10 | Paper |
Multi-class AdaBoost
Statistics and Its Interface | 2009-01-01 | Paper |
One-step sparse estimates in nonconcave penalized likelihood models
The Annals of Statistics | 2008-08-28 | Paper |
Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
The Annals of Statistics | 2008-08-28 | Paper |
Composite quantile regression and the oracle model selection theory
The Annals of Statistics | 2008-07-01 | Paper |
| The \(F_{\infty}\)-norm support vector machine | 2008-05-16 | Paper |
Structured variable selection in support vector machines
Electronic Journal of Statistics | 2008-05-14 | Paper |
| Automatic bias correction methods in semi-supervised learning | 2008-03-20 | Paper |
On the ``degrees of freedom'' of the lasso
The Annals of Statistics | 2008-01-16 | Paper |
On the ``degrees of freedom'' of the lasso
The Annals of Statistics | 2008-01-16 | Paper |
The Adaptive Lasso and Its Oracle Properties
Journal of the American Statistical Association | 2007-04-23 | Paper |
The Adaptive Lasso and Its Oracle Properties
Journal of the American Statistical Association | 2006-12-01 | Paper |
| The doubly regularized support vector machine | 2006-09-22 | Paper |
Regularization and Variable Selection Via the Elastic Net
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-09-01 | Paper |
