Quadratic approximation via the SCAD penalty with a diverging number of parameters
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Publication:2809575
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Cites work
- A well-conditioned estimator for large-dimensional covariance matrices
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Least squares approximation with a diverging number of parameters
- Nonconcave penalized likelihood with a diverging number of parameters.
- On parameters of increasing dimensions
- On the adaptive elastic net with a diverging number of parameters
- Quadratic approximation on SCAD penalized estimation
- Regularization and Variable Selection Via the Elastic Net
- Semilinear High-Dimensional Model for Normalization of Microarray Data
- Shrinkage tuning parameter selection with a diverging number of parameters
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Unified LASSO Estimation by Least Squares Approximation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(11)- SGL-SVM: a novel method for tumor classification via support vector machine with sparse group lasso
- The null and non-null limiting distributions of the modified multisample Cucconi test
- Smoothly clipped absolute deviation on high dimensions
- Local Walsh-average-based estimation and variable selection for single-index models
- Quadratic approximation on SCAD penalized estimation
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
- High-dimensional sparse portfolio selection with nonnegative constraint
- Variable selection for spatial autoregressive models
- Penalized quasi-Likelihood SCAD estimator in high-dimensional generalized linear models
- Model selection with distributed SCAD penalty
- SCAD Ridge penalized likelihood estimators for ultra-high dimensional models
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