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• Bo Li
• Jianqing Fan

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Volume (Year): 15 (2006)
Issue (Month): 2 (September)
Pages: 271-344
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:spr:testjl:v:15:y:2006:i:2:p:271-344

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Related research

Keywords: Regularization; linear regression; nonparametric regression; boosting; covariance matrix; principal component; bootstrap; subsampling; model selection; Primary 62G08; 62H12; Secondary 62F12; 62G20; 62H25;

References listed on IDEAS
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1. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February. [Downloadable!] (restricted)
2. Bradley Efron, 2004. "The Estimation of Prediction Error: Covariance Penalties and Cross-Validation," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 619-632, January. [Downloadable!] (restricted)
3. Dudoit S. & Fridlyand J. & Speed T. P, 2002. "Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 77-87, March. [Downloadable!] (restricted)
4. Bair, Eric & Hastie, Trevor & Paul, Debashis & Tibshirani, Robert, 2006. "Prediction by Supervised Principal Components," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 119-137, March. [Downloadable!] (restricted)
5. Hui Zou & Trevor Hastie, 2005. "Regularization and variable selection via the elastic net," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 67(2), pages 301-320. [Downloadable!] (restricted)
6. Carlos Rivero & Teófilo Valdés, 2004. "Mean-Based Iterative Procedures in Linear Models with General Errors and Grouped Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 31(3), pages 469-486. [Downloadable!] (restricted)
7. Hao Helen Zhang & Grace Wahba & Yi Lin & Meta Voelker & Michael Ferris & Ronald Klein & Barbara Klein, 2004. "Variable Selection and Model Building via Likelihood Basis Pursuit," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 659-672, January. [Downloadable!] (restricted)
8. Smith M. & Kohn R., 2002. "Parsimonious Covariance Matrix Estimation for Longitudinal Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1141-1153, December. [Downloadable!] (restricted)
9. Wei Biao Wu, 2003. "Nonparametric estimation of large covariance matrices of longitudinal data," Biometrika, Oxford University Press for Biometrika Trust, vol. 90(4), pages 831-844, December.
10. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December. [Downloadable!] (restricted)
11. Ross, Stephen A., 1976. "The arbitrage theory of capital asset pricing," Journal of Economic Theory, Elsevier, vol. 13(3), pages 341-360, December. [Downloadable!] (restricted)
12. Fan, Jianqing & Jiang, Jiancheng, 2005. "Nonparametric Inferences for Additive Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 890-907, September. [Downloadable!] (restricted)
13. Michael J. Daniels, 2002. "Bayesian analysis of covariance matrices and dynamic models for longitudinal data," Biometrika, Oxford University Press for Biometrika Trust, vol. 89(3), pages 553-566, August.
14. Fan, Jianqing & Peng, Heng & Huang, Tao, 2005. "Semilinear High-Dimensional Model for Normalization of Microarray Data: A Theoretical Analysis and Partial Consistency," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 781-796, September. [Downloadable!] (restricted)

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This page was last updated on 2009-11-8.