Robust Variable Selection With Exponential Squared Loss

Penalized composite quasi-likelihood for ultrahigh dimensional variable selection

(2011) Jelena Bradic et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   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

Coordinate descent algorithms for lasso penalized regression

(2008) Tong Tong Wu et al.   Annals of Applied Statistics

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

Weighted Wilcoxon-Type Smoothly Clipped Absolute Deviation Method

(2008) Lan Wang et al.   BIOMETRICS

Extended Bayesian information criteria for model selection with large model spaces

(2008) J. Chen et al.   BIOMETRIKA

Rank-based variable selection

(2008) Brent A. Johnson et al.   JOURNAL OF NONPARAMETRIC STATISTICS