Lin, Chien-Tong; Cheng, Yu-Jen; Ing, Ching-Kang Greedy variable selection for high-dimensional Cox models. (English) Zbl 07767625 Stat. Sin. 33, Spec. Iss., 1697-1719 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{C.-T. Lin} et al., Stat. Sin. 33, 1697--1719 (2023; Zbl 07767625) Full Text: DOI
Chaurasia, Ashok Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series. (English) Zbl 07767132 Commun. Stat., Theory Methods 52, No. 23, 8425-8453 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Chaurasia}, Commun. Stat., Theory Methods 52, No. 23, 8425--8453 (2023; Zbl 07767132) Full Text: DOI
Yu, Hang; Wang, Yuanjia; Zeng, Donglin A general framework of nonparametric feature selection in high-dimensional data. (English) Zbl 07756617 Biometrics 79, No. 2, 951-963 (2023). MSC: 62P10 PDF BibTeX XML Cite \textit{H. Yu} et al., Biometrics 79, No. 2, 951--963 (2023; Zbl 07756617) Full Text: DOI arXiv
Kono, Haruki; Kubokawa, Tatsuya Consistent Bayesian information criterion based on a mixture prior for possibly high-dimensional multivariate linear regression models. (English) Zbl 07748376 Scand. J. Stat. 50, No. 3, 1022-1047 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Kono} and \textit{T. Kubokawa}, Scand. J. Stat. 50, No. 3, 1022--1047 (2023; Zbl 07748376) Full Text: DOI arXiv OA License
Tian, Ye; Feng, Yang RaSE: a variable screening framework via random subspace ensembles. (English) Zbl 1514.68272 J. Am. Stat. Assoc. 118, No. 541, 457-468 (2023). MSC: 68T09 62R07 68T05 68T20 PDF BibTeX XML Cite \textit{Y. Tian} and \textit{Y. Feng}, J. Am. Stat. Assoc. 118, No. 541, 457--468 (2023; Zbl 1514.68272) Full Text: DOI arXiv
Song, Qifan; Liang, Faming Nearly optimal Bayesian shrinkage for high-dimensional regression. (English) Zbl 07649255 Sci. China, Math. 66, No. 2, 409-442 (2023). MSC: 62J07 62F15 PDF BibTeX XML Cite \textit{Q. Song} and \textit{F. Liang}, Sci. China, Math. 66, No. 2, 409--442 (2023; Zbl 07649255) Full Text: DOI arXiv
Yang, Kaixu; Maiti, Tapabrata Ultrahigh-dimensional generalized additive model: unified theory and methods. (English) Zbl 1496.62128 Scand. J. Stat. 49, No. 3, 917-942 (2022). MSC: 62J12 62J07 62H12 62P10 PDF BibTeX XML Cite \textit{K. Yang} and \textit{T. Maiti}, Scand. J. Stat. 49, No. 3, 917--942 (2022; Zbl 1496.62128) Full Text: DOI arXiv
Bai, Zhidong; Choi, Kwok Pui; Fujikoshi, Yasunori; Hu, Jiang Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression. (English) Zbl 07594063 Bernoulli 28, No. 4, 2375-2403 (2022). MSC: 62-XX 68-XX 60-XX PDF BibTeX XML Cite \textit{Z. Bai} et al., Bernoulli 28, No. 4, 2375--2403 (2022; Zbl 07594063) Full Text: DOI Link
Mukhopadhyay, Minerva; Bhattacharya, Sourabh Bayes factor asymptotics for variable selection in the Gaussian process framework. (English) Zbl 07523351 Ann. Inst. Stat. Math. 74, No. 3, 581-613 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Mukhopadhyay} and \textit{S. Bhattacharya}, Ann. Inst. Stat. Math. 74, No. 3, 581--613 (2022; Zbl 07523351) Full Text: DOI arXiv
Luo, Bin; Gao, Xiaoli A high-dimensional M-estimator framework for bi-level variable selection. (English) Zbl 07523350 Ann. Inst. Stat. Math. 74, No. 3, 559-579 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{B. Luo} and \textit{X. Gao}, Ann. Inst. Stat. Math. 74, No. 3, 559--579 (2022; Zbl 07523350) Full Text: DOI arXiv
Kang, Sang Gil; Kim, Dal Ho; Lee, Woo Dong; Kim, Yongku Objective Bayesian variable selection in linear regression model. (English) Zbl 07498029 J. Stat. Comput. Simulation 92, No. 6, 1133-1157 (2022). MSC: 62F15 62-XX PDF BibTeX XML Cite \textit{S. G. Kang} et al., J. Stat. Comput. Simulation 92, No. 6, 1133--1157 (2022; Zbl 07498029) Full Text: DOI
Sun, Yan; Song, Qifan; Liang, Faming Learning sparse deep neural networks with a spike-and-slab prior. (English) Zbl 1478.62286 Stat. Probab. Lett. 180, Article ID 109246, 6 p. (2022). MSC: 62M45 62F15 68T07 PDF BibTeX XML Cite \textit{Y. Sun} et al., Stat. Probab. Lett. 180, Article ID 109246, 6 p. (2022; Zbl 1478.62286) Full Text: DOI
Liu, Yi; Ročková, Veronika; Wang, Yuexi Variable selection with ABC Bayesian forests. (English) Zbl 07555492 J. R. Stat. Soc., Ser. B, Stat. Methodol. 83, No. 3, 453-481 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Liu} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 83, No. 3, 453--481 (2021; Zbl 07555492) Full Text: DOI arXiv
Yang, Xin; Li, Bingyue; Tian, Ping Profile regularization after retention variable selection for ultrahigh dimensional partially linear models. (Chinese. English summary) Zbl 1485.62036 Chin. J. Appl. Probab. Stat. 37, No. 6, 551-568 (2021). MSC: 62G05 62G20 PDF BibTeX XML Cite \textit{X. Yang} et al., Chin. J. Appl. Probab. Stat. 37, No. 6, 551--568 (2021; Zbl 1485.62036) Full Text: Link
Ma, Xiaoyu; Lin, Lu Univariate measurement error selection likelihood for variable selection of additive model. (English) Zbl 07464107 Statistics 55, No. 4, 875-893 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Ma} and \textit{L. Lin}, Statistics 55, No. 4, 875--893 (2021; Zbl 07464107) Full Text: DOI
Park, Beomjin; Park, Changyi Kernel variable selection for multicategory support vector machines. (English) Zbl 1476.62146 J. Multivariate Anal. 186, Article ID 104800, 22 p. (2021). MSC: 62H30 62H12 62F12 68T05 PDF BibTeX XML Cite \textit{B. Park} and \textit{C. Park}, J. Multivariate Anal. 186, Article ID 104800, 22 p. (2021; Zbl 1476.62146) Full Text: DOI
Qi, Kai; Yang, Hu Nonnegative sparse group Lasso with an application in financial index tracking. (English) Zbl 1488.62189 Chin. J. Appl. Probab. Stat. 37, No. 3, 221-240 (2021). MSC: 62P05 62H12 62J07 91G10 PDF BibTeX XML Cite \textit{K. Qi} and \textit{H. Yang}, Chin. J. Appl. Probab. Stat. 37, No. 3, 221--240 (2021; Zbl 1488.62189) Full Text: DOI
Ghosh, Satyajit; Khare, Kshitij; Michailidis, George Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach. (English) Zbl 1479.62071 Ann. Stat. 49, No. 3, 1267-1299 (2021). Reviewer: Joseph Melamed (Los Angeles) MSC: 62M10 62F15 62J07 PDF BibTeX XML Cite \textit{S. Ghosh} et al., Ann. Stat. 49, No. 3, 1267--1299 (2021; Zbl 1479.62071) Full Text: DOI
Afzal, Arfan Raheen; Yang, Jing; Lu, Xuewen Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters. (English) Zbl 1505.62012 Comput. Stat. 36, No. 2, 829-855 (2021). MSC: 62-08 62G08 62G20 62P10 PDF BibTeX XML Cite \textit{A. R. Afzal} et al., Comput. Stat. 36, No. 2, 829--855 (2021; Zbl 1505.62012) Full Text: DOI
Oda, Ryoya; Yanagihara, Hirokazu; Fujikoshi, Yasunori Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis. (English) Zbl 1465.62110 Sankhyā, Ser. A 83, No. 1, 109-127 (2021). MSC: 62H20 62H10 62E20 PDF BibTeX XML Cite \textit{R. Oda} et al., Sankhyā, Ser. A 83, No. 1, 109--127 (2021; Zbl 1465.62110) Full Text: DOI
Wang, Jia; Cai, Xizhen; Li, Runze Variable selection for partially linear models via Bayesian subset modeling with diffusing prior. (English) Zbl 1465.62077 J. Multivariate Anal. 183, Article ID 104733, 20 p. (2021). MSC: 62G08 62J05 62P20 PDF BibTeX XML Cite \textit{J. Wang} et al., J. Multivariate Anal. 183, Article ID 104733, 20 p. (2021; Zbl 1465.62077) Full Text: DOI
Yuan, Xiaohui; Wang, Yue; Liu, Tianqing Variable selection for semiparametric random-effects conditional density models with longitudinal data. (English) Zbl 07549073 Commun. Stat., Theory Methods 49, No. 4, 977-996 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Yuan} et al., Commun. Stat., Theory Methods 49, No. 4, 977--996 (2020; Zbl 07549073) Full Text: DOI
Oda, Ryoya Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size. (English) Zbl 1469.62423 Hiroshima Math. J. 50, No. 3, 339-374 (2020). MSC: 62R07 62J05 62H12 PDF BibTeX XML Cite \textit{R. Oda}, Hiroshima Math. J. 50, No. 3, 339--374 (2020; Zbl 1469.62423) Full Text: DOI
Dong, Yuexiao; Yu, Zhou; Zhu, Liping Model-free variable selection for conditional mean in regression. (English) Zbl 1510.62172 Comput. Stat. Data Anal. 152, Article ID 107042, 9 p. (2020). MSC: 62G08 62-08 PDF BibTeX XML Cite \textit{Y. Dong} et al., Comput. Stat. Data Anal. 152, Article ID 107042, 9 p. (2020; Zbl 1510.62172) Full Text: DOI
Giordano, Francesco; Lahiri, Soumendra Nath; Parrella, Maria Lucia GRID: a variable selection and structure discovery method for high dimensional nonparametric regression. (English) Zbl 1454.62125 Ann. Stat. 48, No. 3, 1848-1874 (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62G08 62G20 62G10 62H15 PDF BibTeX XML Cite \textit{F. Giordano} et al., Ann. Stat. 48, No. 3, 1848--1874 (2020; Zbl 1454.62125) Full Text: DOI Euclid
Luo, Shan Variable selection in high-dimensional sparse multiresponse linear regression models. (English) Zbl 1443.62201 Stat. Pap. 61, No. 3, 1245-1267 (2020). MSC: 62J05 62H12 62F40 PDF BibTeX XML Cite \textit{S. Luo}, Stat. Pap. 61, No. 3, 1245--1267 (2020; Zbl 1443.62201) Full Text: DOI
Oda, Ryoya; Yanagihara, Hirokazu A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables. (English) Zbl 1439.62166 Electron. J. Stat. 14, No. 1, 1386-1412 (2020). MSC: 62J05 62H12 62E20 PDF BibTeX XML Cite \textit{R. Oda} and \textit{H. Yanagihara}, Electron. J. Stat. 14, No. 1, 1386--1412 (2020; Zbl 1439.62166) Full Text: DOI Euclid
Wu, Ho-Hsiang; Ferreira, Marco A. R.; Elkhouly, Mohamed; Ji, Tieming Hyper nonlocal priors for variable selection in generalized linear models. (English) Zbl 1439.62091 Sankhyā, Ser. A 82, No. 1, 147-185 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62F15 62F07 62J12 62P10 PDF BibTeX XML Cite \textit{H.-H. Wu} et al., Sankhyā, Ser. A 82, No. 1, 147--185 (2020; Zbl 1439.62091) Full Text: DOI
Zhong, Wei; Duan, Sunpeng; Zhu, Liping Forward additive regression for ultrahigh-dimensional nonparametric additive models. (English) Zbl 1444.62058 Stat. Sin. 30, No. 1, 175-192 (2020). MSC: 62G08 62J05 62R07 62P10 92D10 PDF BibTeX XML Cite \textit{W. Zhong} et al., Stat. Sin. 30, No. 1, 175--192 (2020; Zbl 1444.62058) Full Text: DOI Link
Wei, Ran; Reich, Brian J.; Hoppin, Jane A.; Ghosal, Subhashis Sparse Bayesian additive nonparametric regression with application to health effects of pesticides mixtures. (English) Zbl 1444.62055 Stat. Sin. 30, No. 1, 55-79 (2020). MSC: 62G08 62P10 62P12 92C60 PDF BibTeX XML Cite \textit{R. Wei} et al., Stat. Sin. 30, No. 1, 55--79 (2020; Zbl 1444.62055) Full Text: DOI
Oda, Ryoya; Suzuki, Yuya; Yanagihara, Hirokazu; Fujikoshi, Yasunori A consistent variable selection method in high-dimensional canonical discriminant analysis. (English) Zbl 1435.62240 J. Multivariate Anal. 175, Article ID 104561, 13 p. (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H30 62E20 62P30 PDF BibTeX XML Cite \textit{R. Oda} et al., J. Multivariate Anal. 175, Article ID 104561, 13 p. (2020; Zbl 1435.62240) Full Text: DOI
Posch, Konstantin; Arbeiter, Maximilian; Pilz, Juergen A novel Bayesian approach for variable selection in linear regression models. (English) Zbl 1504.62101 Comput. Stat. Data Anal. 144, Article ID 106881, 24 p. (2020). MSC: 62J05 62F15 62F12 PDF BibTeX XML Cite \textit{K. Posch} et al., Comput. Stat. Data Anal. 144, Article ID 106881, 24 p. (2020; Zbl 1504.62101) Full Text: DOI arXiv
Huang, Chendi; Sun, Xinwei; Xiong, Jiechao; Yao, Yuan Boosting with structural sparsity: a differential inclusion approach. (English) Zbl 1494.68215 Appl. Comput. Harmon. Anal. 48, No. 1, 1-45 (2020). MSC: 68T05 34A60 62J05 62J07 90C25 PDF BibTeX XML Cite \textit{C. Huang} et al., Appl. Comput. Harmon. Anal. 48, No. 1, 1--45 (2020; Zbl 1494.68215) Full Text: DOI arXiv
Fouskakis, Dimitris; Ntzoufras, Ioannis; Perrakis, Konstantinos Variations of power-expected-posterior priors in normal regression models. (English) Zbl 1510.62295 Comput. Stat. Data Anal. 143, Article ID 106836, 26 p. (2020). MSC: 62J05 62F15 PDF BibTeX XML Cite \textit{D. Fouskakis} et al., Comput. Stat. Data Anal. 143, Article ID 106836, 26 p. (2020; Zbl 1510.62295) Full Text: DOI arXiv Link
Bindele, Huybrechts F.; Abebe, Asheber; Zeng, Peng Robust estimation and selection for single-index regression model. (English) Zbl 07193787 J. Stat. Comput. Simulation 89, No. 8, 1376-1393 (2019). MSC: 62J02 62G05 62F12 62G20 PDF BibTeX XML Cite \textit{H. F. Bindele} et al., J. Stat. Comput. Simulation 89, No. 8, 1376--1393 (2019; Zbl 07193787) Full Text: DOI
Wang, Kangning; Lin, Lu Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data. (English) Zbl 1432.62113 Stat. Pap. 60, No. 5, 1649-1676 (2019). MSC: 62G08 62J05 62G35 PDF BibTeX XML Cite \textit{K. Wang} and \textit{L. Lin}, Stat. Pap. 60, No. 5, 1649--1676 (2019; Zbl 1432.62113) Full Text: DOI
Feng, Yang; Yu, Yi The restricted consistency property of leave-\(n_v\)-out cross-validation for high-dimensional variable selection. (English) Zbl 1422.62255 Stat. Sin. 29, No. 3, 1607-1630 (2019). MSC: 62J12 62P10 62F07 PDF BibTeX XML Cite \textit{Y. Feng} and \textit{Y. Yu}, Stat. Sin. 29, No. 3, 1607--1630 (2019; Zbl 1422.62255) Full Text: DOI arXiv
Weng, Haolei; Feng, Yang; Qiao, Xingye Regularization after retention in ultrahigh dimensional linear regression models. (English) Zbl 1412.62098 Stat. Sin. 29, No. 1, 387-407 (2019). MSC: 62J07 62J05 PDF BibTeX XML Cite \textit{H. Weng} et al., Stat. Sin. 29, No. 1, 387--407 (2019; Zbl 1412.62098) Full Text: DOI arXiv
Shi, Guiling; Lim, Chae Young; Maiti, Tapabrata Model selection using mass-nonlocal prior. (English) Zbl 1450.62028 Stat. Probab. Lett. 147, 36-44 (2019). MSC: 62F15 62F07 PDF BibTeX XML Cite \textit{G. Shi} et al., Stat. Probab. Lett. 147, 36--44 (2019; Zbl 1450.62028) Full Text: DOI
Chen, Su; Walker, Stephen G. Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors. (English) Zbl 1417.62188 Electron. J. Stat. 13, No. 1, 284-309 (2019). Reviewer: Wolfgang Näther (Freiberg) MSC: 62J05 62F15 PDF BibTeX XML Cite \textit{S. Chen} and \textit{S. G. Walker}, Electron. J. Stat. 13, No. 1, 284--309 (2019; Zbl 1417.62188) Full Text: DOI Euclid
Kang, Jian; Reich, Brian J.; Staicu, Ana-Maria Scalar-on-image regression via the soft-thresholded Gaussian process. (English) Zbl 07072406 Biometrika 105, No. 1, 165-184 (2018). MSC: 62P10 PDF BibTeX XML Cite \textit{J. Kang} et al., Biometrika 105, No. 1, 165--184 (2018; Zbl 07072406) Full Text: DOI arXiv
Wang, Mingqiu; Wang, Xiuli; Amin, Muhammad Identification and estimation for generalized varying coefficient partially linear models. (English) Zbl 1409.62144 Hacet. J. Math. Stat. 47, No. 4, 1041-1060 (2018). MSC: 62J07 62G05 62G08 PDF BibTeX XML Cite \textit{M. Wang} et al., Hacet. J. Math. Stat. 47, No. 4, 1041--1060 (2018; Zbl 1409.62144) Full Text: DOI
Liang, Faming; Jia, Bochao; Xue, Jingnan; Li, Qizhai; Luo, Ye An imputation-regularized optimization algorithm for high dimensional missing data problems and beyond. (English) Zbl 1407.62258 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 5, 899-926 (2018). MSC: 62J05 62P10 62H20 62F10 PDF BibTeX XML Cite \textit{F. Liang} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 5, 899--926 (2018; Zbl 1407.62258) Full Text: DOI arXiv Link
Zhang, Yan; Bondell, Howard D. Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors. (English) Zbl 1407.62272 Bayesian Anal. 13, No. 3, 823-844 (2018). MSC: 62J07 62F15 62J05 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{H. D. Bondell}, Bayesian Anal. 13, No. 3, 823--844 (2018; Zbl 1407.62272) Full Text: DOI arXiv Euclid
Zhao, Jiwei; Yang, Yang; Ning, Yang Penalized pairwise pseudo likelihood for variable selection with nonignorable missing data. (English) Zbl 1406.62078 Stat. Sin. 28, No. 4, Part 1, 2125-2148 (2018). MSC: 62J07 62D99 PDF BibTeX XML Cite \textit{J. Zhao} et al., Stat. Sin. 28, No. 4, Part 1, 2125--2148 (2018; Zbl 1406.62078) Full Text: DOI arXiv
Chen, Jingxiang; Zhang, Chong; Kosorok, Michael R.; Liu, Yufeng Double sparsity kernel learning with automatic variable selection and data extraction. (English) Zbl 06938708 Stat. Interface 11, No. 3, 401-420 (2018). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Chen} et al., Stat. Interface 11, No. 3, 401--420 (2018; Zbl 06938708) Full Text: DOI arXiv
Bai, Ray; Ghosh, Malay High-dimensional multivariate posterior consistency under global-local shrinkage priors. (English) Zbl 1403.62134 J. Multivariate Anal. 167, 157-170 (2018). MSC: 62J07 62F15 62H12 62F12 PDF BibTeX XML Cite \textit{R. Bai} and \textit{M. Ghosh}, J. Multivariate Anal. 167, 157--170 (2018; Zbl 1403.62134) Full Text: DOI arXiv
Kawakubo, Yuki; Kubokawa, Tatsuya; Srivastava, Muni S. A variant of AIC based on the Bayesian marginal likelihood. (English) Zbl 1392.62206 Sankhyā, Ser. B 80, No. 1, 60-84 (2018). MSC: 62J05 62F12 PDF BibTeX XML Cite \textit{Y. Kawakubo} et al., Sankhyā, Ser. B 80, No. 1, 60--84 (2018; Zbl 1392.62206) Full Text: DOI arXiv
Shin, Minsuk; Bhattacharya, Anirban; Johnson, Valen E. Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings. (English) Zbl 1390.62125 Stat. Sin. 28, No. 2, 1053-1078 (2018). MSC: 62J07 62F15 62J05 PDF BibTeX XML Cite \textit{M. Shin} et al., Stat. Sin. 28, No. 2, 1053--1078 (2018; Zbl 1390.62125) Full Text: DOI arXiv Link
Zhao, Wenxiao; Chen, Han-Fu; Bai, Er-Wei; Li, Kang Local variable selection of nonlinear nonparametric systems by first order expansion. (English) Zbl 1380.93298 Syst. Control Lett. 111, 1-8 (2018). MSC: 93E25 93C10 93C55 90C15 PDF BibTeX XML Cite \textit{W. Zhao} et al., Syst. Control Lett. 111, 1--8 (2018; Zbl 1380.93298) Full Text: DOI
Zhang, Haixiang; Sun, Liuquan; Zhou, Yong; Huang, Jian Oracle inequalities and selection consistency for weighted Lasso in high-dimensional additive hazards model. (English) Zbl 1392.62221 Stat. Sin. 27, No. 4, 1903-1920 (2017). MSC: 62J07 62H20 62N05 PDF BibTeX XML Cite \textit{H. Zhang} et al., Stat. Sin. 27, No. 4, 1903--1920 (2017; Zbl 1392.62221)
Gijbels, I.; Verhasselt, A.; Vrinssen, I. Consistency and robustness properties of the S-nonnegative garrote estimator. (English) Zbl 1422.62172 Statistics 51, No. 4, 921-947 (2017). MSC: 62G35 62G07 62J12 PDF BibTeX XML Cite \textit{I. Gijbels} et al., Statistics 51, No. 4, 921--947 (2017; Zbl 1422.62172) Full Text: DOI Link
Fouskakis, Dimitris; Ntzoufras, Ioannis Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models. (English) Zbl 1392.62071 Metron 75, No. 3, 371-380 (2017). MSC: 62F15 62J05 PDF BibTeX XML Cite \textit{D. Fouskakis} and \textit{I. Ntzoufras}, Metron 75, No. 3, 371--380 (2017; Zbl 1392.62071) Full Text: DOI
Kwon, Sunghoon; Ahn, Jeongyoun; Jang, Woncheol; Lee, Sangin; Kim, Yongdai A doubly sparse approach for group variable selection. (English) Zbl 1436.62327 Ann. Inst. Stat. Math. 69, No. 5, 997-1025 (2017). Reviewer: Italo Simonelli (Durham) MSC: 62J05 62J07 PDF BibTeX XML Cite \textit{S. Kwon} et al., Ann. Inst. Stat. Math. 69, No. 5, 997--1025 (2017; Zbl 1436.62327) Full Text: DOI
Wu, Changjing; Zhao, Hongyu; Fang, Huaying; Deng, Minghua Graphical model selection with latent variables. (English) Zbl 1384.62210 Electron. J. Stat. 11, No. 2, 3485-3521 (2017). Reviewer: Flavia-Corina Mitroi-Symeonidis (Bucharest) MSC: 62H99 62H25 62H12 62J07 62P10 PDF BibTeX XML Cite \textit{C. Wu} et al., Electron. J. Stat. 11, No. 2, 3485--3521 (2017; Zbl 1384.62210) Full Text: DOI Euclid
Li, Runze; Liu, Jingyuan; Lou, Lejia Variable selection via partial correlation. (English) Zbl 1372.62017 Stat. Sin. 27, No. 3, 983-996 (2017). MSC: 62J05 62J07 62H20 PDF BibTeX XML Cite \textit{R. Li} et al., Stat. Sin. 27, No. 3, 983--996 (2017; Zbl 1372.62017) Full Text: DOI Link
Qin, Lei; Yang, Jing; Xie, Benchang Parameter estimation and variable selection via ArctanLASSO. (Chinese. English summary) Zbl 1499.62247 Sci. Sin., Math. 46, No. 6, 853-866 (2016). MSC: 62J07 62F12 PDF BibTeX XML Cite \textit{L. Qin} et al., Sci. Sin., Math. 46, No. 6, 853--866 (2016; Zbl 1499.62247) Full Text: DOI
Lee, Kuang-Yao; Li, Bing; Zhao, Hongyu Variable selection via additive conditional independence. (English) Zbl 1414.62309 J. R. Stat. Soc., Ser. B, Stat. Methodol. 78, No. 5, 1037-1055 (2016). MSC: 62J05 62J07 62G05 PDF BibTeX XML Cite \textit{K.-Y. Lee} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 78, No. 5, 1037--1055 (2016; Zbl 1414.62309) Full Text: DOI
Wang, Xiangyu; Leng, Chenlei High dimensional ordinary least squares projection for screening variables. (English) Zbl 1414.62313 J. R. Stat. Soc., Ser. B, Stat. Methodol. 78, No. 3, 589-611 (2016); corrigendum ibid. 83, No. 4, 880-881 (2021). MSC: 62J05 62J07 62F12 PDF BibTeX XML Cite \textit{X. Wang} and \textit{C. Leng}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 78, No. 3, 589--611 (2016; Zbl 1414.62313) Full Text: DOI arXiv Link
Antoniadis, Anestis; Brossat, Xavier; Goude, Yannig; Poggi, Jean-Michel; Thouvenot, Vincent Automatic component selection in additive modeling of French national electricity load forecasting. (English) Zbl 1366.62055 Cao, Ricardo (ed.) et al., Nonparametric statistics. 2nd ISNPS, Cádiz, June 2014. Selected papers based on the presentations at the second conference of the International Society for Nonparametric Statistic, ISNPS, Cádiz, Spain, June 12–16, 2014. Cham: Springer (ISBN 978-3-319-41581-9/hbk; 978-3-319-41582-6/ebook). Springer Proceedings in Mathematics & Statistics 175, 191-209 (2016). MSC: 62P20 62G05 62J07 PDF BibTeX XML Cite \textit{A. Antoniadis} et al., Springer Proc. Math. Stat. 175, 191--209 (2016; Zbl 1366.62055) Full Text: DOI
Zhang, Qiujin The consistency of variable selection for generalized linear models. (Chinese. English summary) Zbl 1363.62092 J. Cent. China Norm. Univ., Nat. Sci. 50, No. 1, 28-31 (2016). MSC: 62J12 62F12 PDF BibTeX XML Cite \textit{Q. Zhang}, J. Cent. China Norm. Univ., Nat. Sci. 50, No. 1, 28--31 (2016; Zbl 1363.62092)
Dasgupta, Shibasish High-dimensional posterior consistency of the Bayesian Lasso. (English) Zbl 1349.62077 Commun. Stat., Theory Methods 45, No. 22, 6700-6708 (2016). MSC: 62F15 62J07 PDF BibTeX XML Cite \textit{S. Dasgupta}, Commun. Stat., Theory Methods 45, No. 22, 6700--6708 (2016; Zbl 1349.62077) Full Text: DOI
Xu, Zuo Quan A note on the quantile formulation. (English) Zbl 1348.91263 Math. Finance 26, No. 3, 589-601 (2016). MSC: 91G10 91B16 90C15 PDF BibTeX XML Cite \textit{Z. Q. Xu}, Math. Finance 26, No. 3, 589--601 (2016; Zbl 1348.91263) Full Text: DOI arXiv
Fouskakis, D.; Ntzoufras, I. Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models. (English) Zbl 1381.62230 Braz. J. Probab. Stat. 30, No. 2, 299-320 (2016). MSC: 62J05 62F15 PDF BibTeX XML Cite \textit{D. Fouskakis} and \textit{I. Ntzoufras}, Braz. J. Probab. Stat. 30, No. 2, 299--320 (2016; Zbl 1381.62230) Full Text: DOI arXiv Euclid
Yang, Yuehan; Wu, Lan Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling. (English) Zbl 1353.62076 J. Stat. Plann. Inference 174, 52-67 (2016). MSC: 62J07 62G08 62G20 65C60 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{L. Wu}, J. Stat. Plann. Inference 174, 52--67 (2016; Zbl 1353.62076) Full Text: DOI
Song, Qifan; Liang, Faming A split-and-merge Bayesian variable selection approach for ultrahigh dimensional regression. (English) Zbl 1414.62322 J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 5, 947-972 (2015). MSC: 62J07 62J05 62F15 PDF BibTeX XML Cite \textit{Q. Song} and \textit{F. Liang}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 5, 947--972 (2015; Zbl 1414.62322) Full Text: DOI
Hui, Francis K. C.; Warton, David I.; Foster, Scott D. Tuning parameter selection for the adaptive Lasso using ERIC. (English) Zbl 1373.62370 J. Am. Stat. Assoc. 110, No. 509, 262-269 (2015). MSC: 62J07 62F07 PDF BibTeX XML Cite \textit{F. K. C. Hui} et al., J. Am. Stat. Assoc. 110, No. 509, 262--269 (2015; Zbl 1373.62370) Full Text: DOI
Fouskakis, Dimitris; Ntzoufras, Ioannis; Draper, David Power-expected-posterior priors for variable selection in Gaussian linear models. (English) Zbl 1335.62045 Bayesian Anal. 10, No. 1, 75-107 (2015). MSC: 62F15 62J05 62J07 PDF BibTeX XML Cite \textit{D. Fouskakis} et al., Bayesian Anal. 10, No. 1, 75--107 (2015; Zbl 1335.62045) Full Text: DOI arXiv Euclid
Moreno, Elías; Girón, Javier; Casella, George Posterior model consistency in variable selection as the model dimension grows. (English) Zbl 1332.62100 Stat. Sci. 30, No. 2, 228-241 (2015). MSC: 62F15 PDF BibTeX XML Cite \textit{E. Moreno} et al., Stat. Sci. 30, No. 2, 228--241 (2015; Zbl 1332.62100) Full Text: DOI arXiv Euclid
Maj-Kańska, Aleksandra; Pokarowski, Piotr; Prochenka, Agnieszka Delete or merge regressors for linear model selection. (English) Zbl 1323.62025 Electron. J. Stat. 9, No. 2, 1749-1778 (2015). MSC: 62F07 62J07 PDF BibTeX XML Cite \textit{A. Maj-Kańska} et al., Electron. J. Stat. 9, No. 2, 1749--1778 (2015; Zbl 1323.62025) Full Text: DOI arXiv Euclid
Mukhopadhyay, Minerva; Samanta, Tapas; Chakrabarti, Arijit On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models. (English) Zbl 1440.62277 Ann. Inst. Stat. Math. 67, No. 5, 963-997 (2015). MSC: 62J05 62C10 62F15 PDF BibTeX XML Cite \textit{M. Mukhopadhyay} et al., Ann. Inst. Stat. Math. 67, No. 5, 963--997 (2015; Zbl 1440.62277) Full Text: DOI
Luo, Shan; Xu, Jinfeng; Chen, Zehua Extended Bayesian information criterion in the Cox model with a high-dimensional feature space. (English) Zbl 1341.62093 Ann. Inst. Stat. Math. 67, No. 2, 287-311 (2015). MSC: 62F15 62F12 62P10 PDF BibTeX XML Cite \textit{S. Luo} et al., Ann. Inst. Stat. Math. 67, No. 2, 287--311 (2015; Zbl 1341.62093) Full Text: DOI
Wu, Lan; Yang, Yuehan; Liu, Hanzhong Nonnegative-Lasso and application in index tracking. (English) Zbl 1471.62220 Comput. Stat. Data Anal. 70, 116-126 (2014). MSC: 62-08 62J07 62P05 PDF BibTeX XML Cite \textit{L. Wu} et al., Comput. Stat. Data Anal. 70, 116--126 (2014; Zbl 1471.62220) Full Text: DOI
Kundu, Suprateek; Dunson, David B. Bayes variable selection in semiparametric linear models. (English) Zbl 1367.62069 J. Am. Stat. Assoc. 109, No. 505, 437-447 (2014). MSC: 62F15 62G05 62F12 62J05 PDF BibTeX XML Cite \textit{S. Kundu} and \textit{D. B. Dunson}, J. Am. Stat. Assoc. 109, No. 505, 437--447 (2014; Zbl 1367.62069) Full Text: DOI arXiv Link
Wu, Lan; Yang, Yuehan Nonnegative elastic net and application in index tracking. (English) Zbl 1364.91156 Appl. Math. Comput. 227, 541-552 (2014). MSC: 91G70 91G10 PDF BibTeX XML Cite \textit{L. Wu} and \textit{Y. Yang}, Appl. Math. Comput. 227, 541--552 (2014; Zbl 1364.91156) Full Text: DOI
Lee, Taewook; Park, Cheolwoo; Yoon, Young Joo Bridge estimation for linear regression models with mixing properties. (English) Zbl 1334.62116 Aust. N. Z. J. Stat. 56, No. 3, 283-302 (2014). MSC: 62J05 62J07 62M05 62M10 PDF BibTeX XML Cite \textit{T. Lee} et al., Aust. N. Z. J. Stat. 56, No. 3, 283--302 (2014; Zbl 1334.62116) Full Text: DOI
Wilson, Ander; Reich, Brian J. Confounder selection via penalized credible regions. (English) Zbl 1393.62107 Biometrics 70, No. 4, 852-861 (2014). MSC: 62P10 62J05 62C25 PDF BibTeX XML Cite \textit{A. Wilson} and \textit{B. J. Reich}, Biometrics 70, No. 4, 852--861 (2014; Zbl 1393.62107) Full Text: DOI
Huang, Jian; Liu, Li; Liu, Yanyan; Zhao, Xingqiu Group selection in the Cox model with a diverging number of covariates. (English) Zbl 1480.62047 Stat. Sin. 24, No. 4, 1787-1810 (2014). MSC: 62F07 62P10 62J07 62N05 PDF BibTeX XML Cite \textit{J. Huang} et al., Stat. Sin. 24, No. 4, 1787--1810 (2014; Zbl 1480.62047) Full Text: DOI Link
Chang, Chih-Hao; Huang, Hsin-Cheng; Ing, Ching-Kang Asymptotic theory of generalized information criterion for geostatistical regression model selection. (English) Zbl 1302.62203 Ann. Stat. 42, No. 6, 2441-2468 (2014). MSC: 62M30 62F07 62F12 62B10 62P12 86A32 PDF BibTeX XML Cite \textit{C.-H. Chang} et al., Ann. Stat. 42, No. 6, 2441--2468 (2014; Zbl 1302.62203) Full Text: DOI arXiv Euclid
Maruyama, Yuzo; Strawderman, William E. Robust Bayesian variable selection in linear models with spherically symmetric errors. (English) Zbl 1306.62077 Biometrika 101, No. 4, 992-998 (2014). MSC: 62F15 62J05 62F35 PDF BibTeX XML Cite \textit{Y. Maruyama} and \textit{W. E. Strawderman}, Biometrika 101, No. 4, 992--998 (2014; Zbl 1306.62077) Full Text: DOI
Belloni, Alexandre; Chernozhukov, Victor; Wang, Lie Pivotal estimation via square-root lasso in nonparametric regression. (English) Zbl 1321.62030 Ann. Stat. 42, No. 2, 757-788 (2014). MSC: 62G05 62G08 62H12 62G20 62G35 PDF BibTeX XML Cite \textit{A. Belloni} et al., Ann. Stat. 42, No. 2, 757--788 (2014; Zbl 1321.62030) Full Text: DOI arXiv Euclid
Yoon, Young Joo; Park, Cheolwoo; Lee, Taewook Penalized regression models with autoregressive error terms. (English) Zbl 1453.62585 J. Stat. Comput. Simulation 83, No. 9, 1756-1772 (2013). MSC: 62J07 62J05 62-08 62G20 PDF BibTeX XML Cite \textit{Y. J. Yoon} et al., J. Stat. Comput. Simulation 83, No. 9, 1756--1772 (2013; Zbl 1453.62585) Full Text: DOI
Chen, Zehua; Luo, Shan Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters. (English) Zbl 1327.62429 Stat. Interface 6, No. 2, 275-284 (2013). MSC: 62J12 62P10 62F07 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{S. Luo}, Stat. Interface 6, No. 2, 275--284 (2013; Zbl 1327.62429) Full Text: DOI arXiv
Wang, Mingqiu; Song, Lixin Identification for semiparametric varying coefficient partially linear models. (English) Zbl 1277.62098 Stat. Probab. Lett. 83, No. 5, 1311-1320 (2013). MSC: 62G05 62G08 PDF BibTeX XML Cite \textit{M. Wang} and \textit{L. Song}, Stat. Probab. Lett. 83, No. 5, 1311--1320 (2013; Zbl 1277.62098) Full Text: DOI
Liang, Faming; Song, Qifan; Yu, Kai Bayesian subset modeling for high-dimensional generalized linear models. (English) Zbl 06195963 J. Am. Stat. Assoc. 108, No. 502, 589-606 (2013). MSC: 62-XX PDF BibTeX XML Cite \textit{F. Liang} et al., J. Am. Stat. Assoc. 108, No. 502, 589--606 (2013; Zbl 06195963) Full Text: DOI
Qian, Wei; Yang, Yuhong Model selection via standard error adjusted adaptive Lasso. (English) Zbl 1440.62285 Ann. Inst. Stat. Math. 65, No. 2, 295-318 (2013). MSC: 62J07 62J05 62-08 PDF BibTeX XML Cite \textit{W. Qian} and \textit{Y. Yang}, Ann. Inst. Stat. Math. 65, No. 2, 295--318 (2013; Zbl 1440.62285) Full Text: DOI Link
Huang, Jian; Zhang, Cun-Hui Estimation and selection via absolute penalized convex minimization and its multistage adaptive applications. (English) Zbl 1435.62091 J. Mach. Learn. Res. 13, 1839-1864 (2012). MSC: 62F07 62J12 62J07 PDF BibTeX XML Cite \textit{J. Huang} and \textit{C.-H. Zhang}, J. Mach. Learn. Res. 13, 1839--1864 (2012; Zbl 1435.62091) Full Text: arXiv Link
Li, Feng; Lu, Yiqiang; Li, Gaorong Variable selection for partially linear models via adaptive LASSO. (Chinese. English summary) Zbl 1289.62065 Chin. J. Appl. Probab. Stat. 28, No. 6, 614-624 (2012). MSC: 62J05 62G05 62G08 62G20 PDF BibTeX XML Cite \textit{F. Li} et al., Chin. J. Appl. Probab. Stat. 28, No. 6, 614--624 (2012; Zbl 1289.62065)
Noh, Hohsuk; Chung, Kwanghun; Van Keilegom, Ingrid Variable selection of varying coefficient models in quantile regression. (English) Zbl 1295.62072 Electron. J. Stat. 6, 1220-1238 (2012). MSC: 62J07 62G35 62F07 PDF BibTeX XML Cite \textit{H. Noh} et al., Electron. J. Stat. 6, 1220--1238 (2012; Zbl 1295.62072) Full Text: DOI Euclid
Xu, Changjiang; McLeod, A. Ian Further asymptotic properties of the generalized information criterion. (English) Zbl 1274.62070 Electron. J. Stat. 6, 656-663 (2012). MSC: 62B10 62J02 62J12 62G20 PDF BibTeX XML Cite \textit{C. Xu} and \textit{A. I. McLeod}, Electron. J. Stat. 6, 656--663 (2012; Zbl 1274.62070) Full Text: DOI Euclid
Sun, Wei; Wang, Junhui; Fang, Yixin Regularized \(k\)-means clustering of high-dimensional data and its asymptotic consistency. (English) Zbl 1335.62109 Electron. J. Stat. 6, 148-167 (2012). MSC: 62H30 68T10 62J07 PDF BibTeX XML Cite \textit{W. Sun} et al., Electron. J. Stat. 6, 148--167 (2012; Zbl 1335.62109) Full Text: DOI Euclid
Zou, Changliang; Chen, Xin On the consistency of coordinate-independent sparse estimation with BIC. (English) Zbl 1273.62135 J. Multivariate Anal. 112, 248-255 (2012). MSC: 62H20 62J07 PDF BibTeX XML Cite \textit{C. Zou} and \textit{X. Chen}, J. Multivariate Anal. 112, 248--255 (2012; Zbl 1273.62135) Full Text: DOI
Lu, W.; Goldberg, Y.; Fine, J. P. On the robustness of the adaptive Lasso to model misspecification. (English) Zbl 1437.62547 Biometrika 99, No. 3, 717-731 (2012). MSC: 62P10 62J07 PDF BibTeX XML Cite \textit{W. Lu} et al., Biometrika 99, No. 3, 717--731 (2012; Zbl 1437.62547) Full Text: DOI Link
Jenatton, Rodolphe; Audibert, Jean-Yves; Bach, Francis Structured variable selection with sparsity-inducing norms. (English) Zbl 1280.68170 J. Mach. Learn. Res. 12, 2777-2824 (2011). MSC: 68T05 62J07 90C25 PDF BibTeX XML Cite \textit{R. Jenatton} et al., J. Mach. Learn. Res. 12, 2777--2824 (2011; Zbl 1280.68170) Full Text: arXiv Link
Wang, Shuyun; Luan, Yihui; Chang, Qin On model selection consistency of Bayesian method for normal linear models. (English) Zbl 1318.62095 Commun. Stat., Theory Methods 40, No. 22-24, 4021-4040 (2011). MSC: 62F15 62F07 62J05 PDF BibTeX XML Cite \textit{S. Wang} et al., Commun. Stat., Theory Methods 40, No. 22--24, 4021--4040 (2011; Zbl 1318.62095) Full Text: DOI
Maruyama, Yuzo; George, Edward I. Fully Bayes factors with a generalized \(g\)-prior. (English) Zbl 1231.62036 Ann. Stat. 39, No. 5, 2740-2765 (2011). MSC: 62F15 62J05 62J07 62H12 62C10 65C60 PDF BibTeX XML Cite \textit{Y. Maruyama} and \textit{E. I. George}, Ann. Stat. 39, No. 5, 2740--2765 (2011; Zbl 1231.62036) Full Text: DOI arXiv
Rao, C. R.; Wu, Y.; Shi, X. An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem. (English) Zbl 1420.62299 J. Stat. Theory Pract. 4, No. 4, 773-801 (2010). MSC: 62J05 62F12 PDF BibTeX XML Cite \textit{C. R. Rao} et al., J. Stat. Theory Pract. 4, No. 4, 773--801 (2010; Zbl 1420.62299) Full Text: DOI
Gao, Xin; Song, Peter X.-K. Composite likelihood Bayesian information criteria for model selection in high-dimensional data. (English) Zbl 1388.62034 J. Am. Stat. Assoc. 105, No. 492, 1531-1540 (2010). MSC: 62F07 62E20 62H15 62F15 PDF BibTeX XML Cite \textit{X. Gao} and \textit{P. X. K. Song}, J. Am. Stat. Assoc. 105, No. 492, 1531--1540 (2010; Zbl 1388.62034) Full Text: DOI Link
Gao, Xiaoli; Huang, Jian Asymptotic analysis of high-dimensional LAD regression with Lasso smoother. (English) Zbl 1200.62073 Stat. Sin. 20, No. 4, 1485-1506 (2010). MSC: 62J05 62H12 62F12 65C60 PDF BibTeX XML Cite \textit{X. Gao} and \textit{J. Huang}, Stat. Sin. 20, No. 4, 1485--1506 (2010; Zbl 1200.62073) Full Text: Link
Zhang, Cun-Hui Nearly unbiased variable selection under minimax concave penalty. (English) Zbl 1183.62120 Ann. Stat. 38, No. 2, 894-942 (2010). MSC: 62J05 62H12 65C60 62J07 62H25 PDF BibTeX XML Cite \textit{C.-H. Zhang}, Ann. Stat. 38, No. 2, 894--942 (2010; Zbl 1183.62120) Full Text: DOI arXiv