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Regularization in statistics

  • Peter Bickel

    ()

  • Bo Li
  • Alexandre Tsybakov
  • Sara Geer
  • Bin Yu
  • Teófilo Valdés
  • Carlos Rivero
  • Jianqing Fan
  • Aad Vaart

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File URL: http://hdl.handle.net/10.1007/BF02607055
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Article provided by Springer in its journal Test.

Volume (Year): 15 (2006)
Issue (Month): 2 (September)
Pages: 271-344

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Handle: RePEc:spr:testjl:v:15:y:2006:i:2:p:271-344
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  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Ross, Stephen A., 1976. "The arbitrage theory of capital asset pricing," Journal of Economic Theory, Elsevier, vol. 13(3), pages 341-360, December.
  6. 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.
  7. Wei Biao Wu, 2003. "Nonparametric estimation of large covariance matrices of longitudinal data," Biometrika, Biometrika Trust, vol. 90(4), pages 831-844, December.
  8. 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.
  9. 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.
  10. Gábor Lugosi & Andrew B. Nobel, 1998. "Adaptive model selection using empirical complexities," Economics Working Papers 323, Department of Economics and Business, Universitat Pompeu Fabra.
  11. Michael J. Daniels, 2002. "Bayesian analysis of covariance matrices and dynamic models for longitudinal data," Biometrika, Biometrika Trust, vol. 89(3), pages 553-566, August.
  12. 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.
  13. 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.
  14. 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;Swedish Statistical Association, vol. 31(3), pages 469-486.
  15. 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.
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