Unified LASSO Estimation by Least Squares Approximation
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 102 (2007)
Issue (Month): (September)
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- Kwon, Sunghoon & Choi, Hosik & Kim, Yongdai, 2011. "Quadratic approximation on SCAD penalized estimation," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 421-428, January.
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- Wei Qian & Yuhong Yang, 2013. "Model selection via standard error adjusted adaptive lasso," Annals of the Institute of Statistical Mathematics, Springer, vol. 65(2), pages 295-318, April.
- Lee, Sangin & Kim, Yongdai & Kwon, Sunghoon, 2012. "Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters," Statistics & Probability Letters, Elsevier, vol. 82(9), pages 1710-1717.
- Anders Gorst-Rasmussen & Thomas H. Scheike, . "Coordinate Descent Methods for the Penalized Semiparametric Additive Hazards Model," Journal of Statistical Software, American Statistical Association, vol. 47(i09).
- Lee, Eun Ryung & Park, Byeong U., 2012. "Sparse estimation in functional linear regression," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 1-17.
- Pötscher, Benedikt M., 2007. "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper 5677, University Library of Munich, Germany.
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