Likelihood-Based Selection and Sharp Parameter Estimation
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- Jianqing Fan & Yuan Liao & Han Liu, 2016. "An overview of the estimation of large covariance and precision matrices," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 1-32, February.
- Canhong Wen & Xueqin Wang & Shaoli Wang, 2015. "Laplace Error Penalty-based Variable Selection in High Dimension," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(3), pages 685-700, September.
- Xiaotong Shen & Wei Pan & Yunzhang Zhu & Hui Zhou, 2013. "On constrained and regularized high-dimensional regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(5), pages 807-832, October.
- Kwon, Sunghoon & Oh, Seungyoung & Lee, Youngjo, 2016. "The use of random-effect models for high-dimensional variable selection problems," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 401-412.
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