Journal of the American Statistical Association · 2014 · 138 citations · 39 references
ComputingComputer ScienceData StructuresDesign OptimizationInteraction DesignDimension ReductionDimensionality ReductionMatrix FactorizationHierarchical Model SelectionHigh-dimensional StatisticsHigher-order Interaction TermsInteraction EffectsInteraction Effects ModelingInteraction SelectionMain EffectsOptimization For High-dimensional Data
. Theoretically, we prove that they possess sure screening property for ultra-high dimensional settings. Numerical examples are used to demonstrate their finite sample performance.
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Bradley Efron, Trevor Hastie, Iain M. Johnstone et al. · The Annals of Statistics · 2004 · 9.5K citations · Full text
The Adaptive Lasso and Its Oracle Properties
Hui Zou · Journal of the American Statistical Association · 2006 · 7.6K citations