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20092026
most citedPenalized Composite Quasi-Likelihood for Ultrahigh-Dimensional Variable Selection

184 citations · 449 across the 32 of their papers we have counts for

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math.ST2013★ 9 cited

Randomized maximum-contrast selection: subagging for large-scale regression

Jelena Bradic

We introduce a very general method for sparse and large-scale variable selection. The large-scale regression settings is such that both the number of parameters and the number of s…