Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions

Adaptive robust variable selection

(2014) Jianqing Fan et al.   ANNALS OF STATISTICS

Fast global convergence of gradient methods for high-dimensional statistical recovery

(2013) Alekh Agarwal et al.   ANNALS OF STATISTICS

The L 1 penalized LAD estimator for high dimensional linear regression

(2013) Lie Wang   JOURNAL OF MULTIVARIATE ANALYSIS

Large covariance estimation by thresholding principal orthogonal complements

(2013) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Challenging the empirical mean and empirical variance: A deviation study

(2012) Olivier Catoni   ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

A Unified Framework for High-Dimensional Analysis of $M$-Estimators with Decomposable Regularizers

(2012) Sahand N. Negahban et al.   STATISTICAL SCIENCE

Nonconcave Penalized Likelihood With NP-Dimensionality

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

Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

(2011) Garvesh Raskutti et al.   IEEE TRANSACTIONS ON INFORMATION THEORY

Variance estimation using refitted cross-validation in ultrahigh dimensional regression

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

Activated TLR Signaling in Atherosclerosis among Women with Lower Framingham Risk Score: The Multi-Ethnic Study of Atherosclerosis

(2011) Chiang-Ching Huang et al.   PLoS One

Robust regression through the Huber’s criterion and adaptive lasso penalty

(2011) Sophie Lambert-Lacroix et al.   Electronic Journal of Statistics

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

Forward Regression for Ultra-High Dimensional Variable Screening

(2010) Hansheng Wang   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Correlatedz-Values and the Accuracy of Large-Scale Statistical Estimates

(2010) Bradley Efron   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Covariance regularization by thresholding

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

Simultaneous analysis of Lasso and Dantzig selector

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

Composite quantile regression and the oracle model selection theory

(2008) Hui Zou et al.   ANNALS OF STATISTICS

L1-Norm Quantile Regression

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

Sure independence screening for ultrahigh dimensional feature space

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