Model Selection via Bayesian Information Criterion for Quantile Regression Models

Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data

(2013) Xuming He et al.   ANNALS OF STATISTICS

Global optimality of nonconvex penalized estimators

(2012) Y. Kim et al.   BIOMETRIKA

Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension

(2012) Lan Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty

(2012) Heng Lian   STATISTICS & PROBABILITY LETTERS

Variable selection of varying coefficient models in quantile regression

(2012) Hohsuk Noh et al.   Electronic Journal of Statistics

Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection

(2011) Patrick Breheny et al.   Annals of Applied Statistics

User-Friendly Tail Bounds for Sums of Random Matrices

(2011) Joel A. Tropp   FOUNDATIONS OF COMPUTATIONAL MATHEMATICS

SparseNet: Coordinate Descent With Nonconvex Penalties

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

Variable selection and estimation in high-dimensional varying-coefficient models

(2011) Fengrong Wei et al.   STATISTICA SINICA

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

Regularization Parameter Selections via Generalized Information Criterion

(2010) Yiyun Zhang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Shrinkage Estimation of the Varying Coefficient Model

(2009) Hansheng Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

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

Extended Bayesian information criteria for model selection with large model spaces

(2008) J. Chen et al.   BIOMETRIKA

L1-Norm Quantile Regression

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

Shrinkage tuning parameter selection with a diverging number of parameters

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