Author:
Xue Yushan,Ren Jie,Yang Bin
Funder
National Natural Science Foundation of China
the Program for Innovation Research in Central University of Finance and Economics
Beijing Social Science Fund Project
Disciplinary Funds in Central University of Finance and Economics and the Emerging Interdisciplinary Project of CUFE
Publisher
Springer Science and Business Media LLC
Reference31 articles.
1. Bühlmann, P.: Statistical significance in high-dimensional linear models. Bernoulli 19(4), 1212–1242 (2013)
2. Bühlmann, P., Kalisch, M., Maathuis, M.H.: Variable selection in high-dimensional linear models: partially faithful distributions and the pc-simple algorithm. Biometrika 97(2), 261–278 (2010)
3. Candes, E., Tao, T.: The dantzig selector: statistical estimation when p is much larger than n. Ann. Stat. 35(6), 2313–2351 (2007)
4. Cho, H., Fryzlewicz, P.: High dimensional variable selection via tilting. J. Roy. Stat. Soc. Ser. B (Stat. Methodol.) 74(3), 593–622 (2012)
5. Dai, L., Chen, K., Sun, Z., Liu, Z., Li, G.: Broken adaptive ridge regression and its asymptotic properties. J. Multivar. Anal. 168, 334–351 (2018)