New estimation and inference procedures for a single-index conditional distribution model

Regression Shrinkage and Selection Via the Lasso

Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations

Business, Biostatistics, Computer Science +17

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Jianqing Fan, Runze Li · Journal of the American Statistical Association · 2001 · 9.2K citations

Natural Sciences, Mathematics, Econometrics +16

The Adaptive Lasso and Its Oracle Properties

Hui Zou · Journal of the American Statistical Association · 2006 · 7.6K citations

Business, Mathematics, Machine Learning +10

Convergence of Stochastic Processes.

Peter M. Robinson, David Pollard · Economica · 1985 · 2.3K citations

Engineering, Mathematics, Probability Theory +16

Simulation and the Asymptotics of Optimization Estimators

Ariel Pakes, David Pollard · Econometrica · 1989 · 1.5K citations

Computing, Computer Science, Algorithms +8