Author:
Li Daoji,Kong Yinfei,Zheng Zemin,Pan Jianxin
Publisher
Springer International Publishing
Reference106 articles.
1. Ai, M., Yu, J., Zhang, H., and Wang, H. (2021). Optimal subsampling algorithms for Big Data regressions. Stat. Sin. 31, 749–772.
2. Battey, H., Fan, J., Liu, H., Lu, J., and Zhu, Z. (2018). Distributed testing and estimation under sparse high dimensional models. Ann. Stat. 46, 1352–1382.
3. Bickel, P. J. and Levina, E. (2008). Regularized estimation of large covariance matrices. Ann. Stat. 36, 199–227.
4. Bien, J., Taylor, J., and Tibshirani, R. (2013). A lasso for hierarchical interactions. Ann. Stat. 41, 1111–1141.
5. Bühlmann, P. and Van De Geer, S. (2011). Statistics for high-dimensional data: methods, theory and applications, Springer Science & Business Media.