Tuning Parameter Selection for the Adaptive Lasso Using ERIC

GLMMLasso: An Algorithm for High-Dimensional Generalized Linear Mixed Models Using ℓ1-Penalization

(2013) Jürg Schelldorfer et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces

(2012) Shan Luo et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Tuning parameter selection in high dimensional penalized likelihood

(2012) Yingying Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Consistent tuning parameter selection in high dimensional sparse linear regression

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

Elastic Net Regression Modeling With the Orthant Normal Prior

(2011) Chris Hans   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

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

Regularization Parameter Selections via Generalized Information Criterion

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

The group lasso for logistic regression

(2010) Lukas Meier et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

On the adaptive elastic-net with a diverging number of parameters

(2009) Hui Zou 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

The Bayesian Lasso

(2008) Trevor Park et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Sure independence screening for ultrahigh dimensional feature space

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

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