Factor models and variable selection in high-dimensional regression analysis

23 February 2012

Papers citing "Factor models and variable selection in high-dimensional regression analysis"

7 / 7 papers shown

Title
The Dantzig selector and sparsity oracle inequalities V. Koltchinskii 248 134 0 04 Sep 2009
Adaptive Lasso for High Dimensional Regression and Gaussian Graphical Modeling Shuheng Zhou Sara van de Geer Peter Buhlmann 125 81 0 13 Mar 2009
Smoothing splines estimators for functional linear regression Christophe Crambes A. Kneip P. Sarda 66 297 0 25 Feb 2009
High-dimensional generalized linear models and the lasso Sara van de Geer 627 756 0 04 Apr 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 378 1,385 0 13 Mar 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 535 2,530 0 07 Jan 2008
Methodology and convergence rates for functional linear regression P. Hall J. Horowitz 128 650 0 03 Aug 2007