Penalized Composite Quasi-Likelihood for Ultrahigh-Dimensional Variable Selection

28 December 2009

Papers citing "Penalized Composite Quasi-Likelihood for Ultrahigh-Dimensional Variable Selection"

11 / 11 papers shown

Title
High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization Kean Ming Tan Lan Wang Wen-Xin Zhou 27 57 0 12 Sep 2021
Estimating The Proportion of Signal Variables Under Arbitrary Covariance Dependence X. J. Jeng 13 5 0 17 Feb 2021
Sparse Wavelet Estimation in Quantile Regression with Multiple Functional Predictors Dengdeng Yu Li Zhang I. Mizera Bei Jiang Linglong Kong 24 29 0 07 Jun 2017
Exponentially tilted likelihood inference on growing dimensional unconditional moment models Niansheng Tang Xiaodong Yan Puying Zhao 22 9 0 25 Dec 2016
Statistical consistency and asymptotic normality for high-dimensional robust M-estimators Po-Ling Loh 35 192 0 01 Jan 2015
A General Framework for Robust Testing and Confidence Regions in High-Dimensional Quantile Regression Tianqi Zhao Mladen Kolar Han Liu 33 43 0 30 Dec 2014
The Lasso for High-Dimensional Regression with a Possible Change-Point S. Lee M. Seo Youngki Shin 66 124 0 21 Sep 2012
Adaptive robust variable selection Jianqing Fan Yingying Fan Emre Barut 91 200 0 22 May 2012
Endogeneity in high dimensions Jianqing Fan Yuan Liao 71 103 0 25 Apr 2012
New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models Bo Kai Runze Li H. Zou 67 301 0 08 Mar 2011
A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) Jianqing Fan Jinchi Lv 104 905 0 06 Oct 2009