Likelihood-Based Selection and Sharp Parameter Estimation

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

A new approach to Cholesky-based covariance regularization in high dimensions

(2010) A. J. Rothman et al.   BIOMETRIKA

Simultaneous analysis of Lasso and Dantzig selector

(2009) Peter J. Bickel et al.   ANNALS OF STATISTICS

Recovering Sparse Signals With a Certain Family of Nonconvex Penalties and DC Programming

(2009) G. Gasso et al.   IEEE TRANSACTIONS ON SIGNAL PROCESSING

Smoothly Clipped Absolute Deviation on High Dimensions

(2009) Yongdai Kim et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

One-step sparse estimates in nonconcave penalized likelihood models

(2008) Hui Zou et al.   ANNALS OF STATISTICS

Extended Bayesian information criteria for model selection with large model spaces

(2008) J. Chen et al.   BIOMETRIKA

Sparse permutation invariant covariance estimation

(2008) Adam J. Rothman et al.   Electronic Journal of Statistics