Tuning parameter selection in high dimensional penalized likelihood

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

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

Nonconcave Penalized Likelihood With NP-Dimensionality

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

Consistent tuning parameter selection in high dimensional sparse linear regression

(2011) Tao Wang et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Sure independence screening in generalized linear models with NP-dimensionality

(2010) Jianqing Fan et al.   ANNALS OF STATISTICS

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

Forward Regression for Ultra-High Dimensional Variable Screening

(2010) Hansheng Wang   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Regularization Parameter Selections via Generalized Information Criterion

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

A unified approach to model selection and sparse recovery using regularized least squares

(2009) Jinchi Lv 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

Extended Bayesian information criteria for model selection with large model spaces

(2008) J. Chen et al.   BIOMETRIKA

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