Forward Regression for Ultra-High Dimensional Variable Screening

On the adaptive elastic-net with a diverging number of parameters

(2009) Hui Zou et al.   ANNALS OF STATISTICS

The sparsity and bias of the Lasso selection in high-dimensional linear regression

(2008) Cun-Hui Zhang et al.   ANNALS OF STATISTICS

One-step sparse estimates in nonconcave penalized likelihood models

(2008) Hui Zou et al.   ANNALS OF STATISTICS

Approximation and learning by greedy algorithms

(2008) Andrew R. Barron et al.   ANNALS OF STATISTICS

Regularized estimation of large covariance matrices

(2008) Peter J. Bickel et al.   ANNALS OF STATISTICS

Asymptotic properties of bridge estimators in sparse high-dimensional regression models

(2008) Jian Huang et al.   ANNALS OF STATISTICS

Extended Bayesian information criteria for model selection with large model spaces

(2008) J. Chen et al.   BIOMETRIKA

Sure independence screening for ultrahigh dimensional feature space

(2008) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY