Concepedia
Computational Statistics · 2014 · 10 citations · 13 references
BusinessBiostatisticsDecision AnalysisFeature SelectionScreeningSelection MethodsStudy SelectionVariable SelectionExplanatory Variable SelectionSubset Selection
13
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
Bayesian model averaging: a tutorial (with comments by M. Clyde, David Draper and E. I. George, and a rejoinder by the authors
Jennifer A. Hoeting, David Madigan, Adrian E. Raftery et al. · Statistical Science · 1999 · 4.2K citations · Full text
Computing, Data Science, Decision Sciences +15
Nearly unbiased variable selection under minimax concave penalty
Cun‐Hui Zhang · The Annals of Statistics · 2010 · 4K citations · Full text
Natural Sciences, Computer Science, Mathematics +17
Sure Independence Screening for Ultrahigh Dimensional Feature Space
Jianqing Fan, Jinchi Lv · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2008 · 2.8K citations · Full text
Computing, Computer Science, Machine Learning +14