Multiple predicting K-fold cross-validation for model selection

Cross-validation for selecting a model selection procedure

(2015) Yongli Zhang et al.   JOURNAL OF ECONOMETRICS

Regularization Paths for Generalized Linear Models via Coordinate Descent

(2015) Jerome Friedman et al.   Journal of Statistical Software

Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent

(2015) Noah Simon et al.   Journal of Statistical Software

Modified Cross-Validation for Penalized High-Dimensional Linear Regression Models

(2013) Yi Yu et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Generalised correlated cross-validation

(2012) Patrick S. Carmack et al.   JOURNAL OF NONPARAMETRIC STATISTICS

The solution path of the generalized lasso

(2011) Ryan J. Tibshirani et al.   ANNALS OF STATISTICS

Extended BIC for small-n-large-P sparse GLM

(2011) Jiahua Chen et al.   STATISTICA SINICA

Far Casting Cross-Validation

(2009) Patrick S. Carmack et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

The sparsity and bias of the Lasso selection in high-dimensional linear regression

(2008) Cun-Hui Zhang 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