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13 papers · 1 filter
On the adaptive elastic-net with a diverging number of parameters
Hui Zou, Hao Helen Zhang
We consider the problem of model selection and estimation in situations where the number of parameters diverges with the sample size. When the dimension is high, an ideal method sh…
The "north pole problem" and random orthogonal matrices
Morris L. Eaton, Robb J. Muirhead
This paper is motivated by the following observation. Take a 3 x 3 random (Haar distributed) orthogonal matrix , and use it to "rotate" the north pole, say, on the unit sp…
Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
Hui Zou, Runze Li
We would like to take this opportunity to thank the discussants for their thoughtful comments and encouragements on our work [arXiv:0808.1012]. The discussants raised a number of i…
One-step sparse estimates in nonconcave penalized likelihood models
Hui Zou, Runze Li
Fan and Li propose a family of variable selection methods via penalized likelihood using concave penalty functions. The nonconcave penalized likelihood estimators enjoy the oracle…
Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
Snigdhansu Chatterjee, Partha Lahiri, Huilin Li
Empirical best linear unbiased prediction (EBLUP) method uses a linear mixed model in combining information from different sources of information. This method is particularly usefu…
Composite quantile regression and the oracle Model Selection Theory
Hui Zou, Ming Yuan
Coefficient estimation and variable selection in multiple linear regression is routinely done in the (penalized) least squares (LS) framework. The concept of model selection oracle…