Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension

Nonconcave Penalized Likelihood With NP-Dimensionality

(2011) Jianqing Fan et al.   IEEE TRANSACTIONS ON INFORMATION THEORY

SparseNet: Coordinate Descent With Nonconvex Penalties

(2011) Rahul Mazumder et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

ℓ1-penalized quantile regression in high-dimensional sparse models

(2010) Alexandre Belloni et al.   ANNALS OF STATISTICS

New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models

(2010) Bo Kai et al.   ANNALS OF STATISTICS

Forward Regression for Ultra-High Dimensional Variable Screening

(2010) Hansheng Wang   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Smoothly Clipped Absolute Deviation on High Dimensions

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

Composite quantile regression and the oracle model selection theory

(2008) Hui Zou et al.   ANNALS OF STATISTICS

One-step sparse estimates in nonconcave penalized likelihood models

(2008) Hui Zou et al.   ANNALS OF STATISTICS

L1-Norm Quantile Regression

(2008) Youjuan Li et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Enhancing Sparsity by Reweighted ℓ 1 Minimization

(2008) Emmanuel J. Candès et al.   JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS

Sure independence screening for ultrahigh dimensional feature space

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