Model selection principles in misspecified models

Tuning parameter selection in high dimensional penalized likelihood

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

Parametric or nonparametric? A parametricness index for model selection

(2011) Wei Liu et al.   ANNALS OF STATISTICS

Modified versions of the Bayesian Information Criterion for sparse Generalized Linear Models

(2011) Małgorzata Żak-Szatkowska et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Nonconcave Penalized Likelihood With NP-Dimensionality

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

Consistency of Bayesian procedures for variable selection

(2009) George Casella et al.   ANNALS OF STATISTICS

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

(2009) Jinchi Lv et al.   ANNALS OF STATISTICS

Extended Bayesian information criteria for model selection with large model spaces

(2008) J. Chen et al.   BIOMETRIKA

Sure independence screening for ultrahigh dimensional feature space

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