WANG H S,LI R Z,TSAI C.Tuning parameter selectors for the smoothly clipped absolute deviation method[J].Biometrika,2007,94(3):553-568.DOI:10.1093/biomet/asm053.
[2]
FRANK I E,FRIEDMAN J H.A Statistical view of some chemometrics regression tools[J].Technometrics,1993,35(2):109-148.
[3]
ZOU H,HASTIE T.Regularization and variable selection via the elastic net[J].Journal of the Royal Statistical Society Series B-Statistical Methodology,2005,67(2):301-320.
[4]
TIBSHIRANI R J.Regression shrinkage and selection via the Lasso[J].Journal of the Royal Statistical Society Series B-Statistical Methodology,1996,58(1):267-288.
[5]
ZOU H.The adaptive Lasso and its Oracle properties[J].Journal of the American Statistical Association,2006,101(476):1418-1429.
[6]
ZOU H,ZHANG H H.On the adaptive elastic-net with a diverging number of parameters[J].The Annals of Statistics,2009,37(4):1733-1751.DOI:10.1214/08-AOS625.
[7]
YUAN M,LIN Y.Model selection and estimation in regression with grouped variables[J].Journal of the Royal Statistical Society Series B-Statistical Methodology,2006,68(1):49-67.
[8]
NELDER J A,WEDDERBURN R W M.Generalized linear models[J].Journal of the Royal Statistical Society:Series A,1972,135(3):370-384.
[9]
FAN J Q,PENG H.Nonconcave penalized likelihood with a diverging number of parameters[J].The Annals of Statistics,2004,32(3):928-961.DOI:10.1214/009053604000000256.
[10]
FAN J Q,LU J C.A Selective overview of variable selection in high-dimensional feature space[J].Statistica Sinica,2010,20(1):101-148.
[11]
HASTIE T,TIBSHIRANI R,FRIEDMAN J.The Elements of Statistical Learning:Data Mining,Inference and Prediction[M].New York:SpringerVerlag,2001.
[12]
WEDDERBURN R W M.Quasi-likelihood functions,generalized linear models and Gauss-Newton method[J].Biometrika,1974,61(3):439-447.DOI:10.2307/2334725.
[13]
CHIOU J M,MULLER H G.Nonparametric quasilikelihood[J].The Annals of Statistics,1999,27(1):36-64.
[14]
CHEN X,CHEN X R.Adaptive quasi-likelihood estimate in generalized linear models[J].Science in China Series A:Mathematics,2005,48(6):829-846.
[15]
FAN J Q,LI R Z.Variable selection via nonconcave penalized likelihood and its Oracle properties[J].Journal of the American Statistical Association,2001,96(456):1348-1360.
[16]
HUANG J,XIE H L.Asymptotic Oracle properties of SCAD-penalized least squares estimators[J].Lecture Notes—Monograph Series,2007,55:149-166.
[17]
KNIGHT K,FU W J.Asymptotics for Lasso-type estimators[J].The Annals of Statistics,2000,28(5):1356-1378.
[18]
XIE H L,HUANG J.SCAD-penalized regression in high-dimensional partially linear models[J].The Annals of Statistics,2009,37(2):673-696.DOI:10.1214/07-AOS580.
[19]
HUANG J,HOROWITZ J,MA S.Asymptotic properties of Bridge estimators in sparse high-dimensional regression models[J].The Annals of Statistics,2008,36(2):587-613.DOI:10.1214/009053607000000875.
[20]
WANG M Q,SONG L X,WANG X G.Bridge estimation for generalized linear models with a diverging number of parameters[J].Statistics&Probability Letters,2010,80(21):1584-1596.
