TY  - JOUR
TI  - Regression Shrinkage and Selection Via the Lasso
AU  - Robert Tibshirani
JO  - Journal of the Royal Statistical Society Series B: Statistical Methodology
PY  - 1996
VL  - 58
IS  - 1
DO  - 10.1111/j.2517-6161.1996.tb02080.x
UR  - https://doi.org/10.1111/j.2517-6161.1996.tb02080.x
ER  -


TY  - JOUR
TI  - Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
AU  - Jianqing Fan
AU  - Runze Li
JO  - Journal of the American Statistical Association
PY  - 2001
VL  - 96
IS  - 456
DO  - 10.1198/016214501753382273
UR  - https://doi.org/10.1198/016214501753382273
ER  -


TY  - JOUR
TI  - THE LASSO METHOD FOR VARIABLE SELECTION IN THE COX MODEL
AU  - Robert John Tibshirani
JO  - Statistics in Medicine
PY  - 1997
VL  - 16
IS  - 4
DO  - 10.1002/(sici)1097-0258(19970228)16:4<385::aid-sim380>3.0.co;2-3
UR  - https://doi.org/10.1002/(sici)1097-0258(19970228)16:4%3C385::aid-sim380%3E3.0.co;2-3
ER  -


TY  - JOUR
TI  - Regression Shrinkage and Selection via The Lasso: A Retrospective
AU  - Robert John Tibshirani
JO  - Journal of the Royal Statistical Society Series B (Statistical Methodology)
PY  - 2011
VL  - 73
IS  - 3
DO  - 10.1111/j.1467-9868.2011.00771.x
UR  - https://doi.org/10.1111/j.1467-9868.2011.00771.x
ER  -


TY  - JOUR
TI  - Smoothing reference centile curves: The lms method and penalized likelihood
AU  - Tim James Cole
AU  - P. J. Green
JO  - Statistics in Medicine
PY  - 1992
VL  - 11
IS  - 10
DO  - 10.1002/sim.4780111005
UR  - https://doi.org/10.1002/sim.4780111005
ER  -


TY  - JOUR
TI  - Simultaneous analysis of Lasso and Dantzig selector
AU  - Peter J. Bickel
AU  - Ya’acov Ritov
AU  - Alexandre B. Tsybakov
JO  - The Annals of Statistics
PY  - 2009
VL  - 37
IS  - 4
DO  - 10.1214/08-aos620
UR  - https://doi.org/10.1214/08-aos620
ER  -


TY  - JOUR
TI  - Bayesian Variable Selection in Linear Regression
AU  - Toby J. Mitchell
AU  - John J. Beauchamp
JO  - Journal of the American Statistical Association
PY  - 1988
VL  - 83
IS  - 404
DO  - 10.1080/01621459.1988.10478694
UR  - https://doi.org/10.1080/01621459.1988.10478694
ER  -


TY  - JOUR
TI  - Mixtures of g Priors for Bayesian Variable Selection
AU  - Feng Liang
AU  - Rui Paulo
AU  - Germán Molina
AU  - Merlise A. Clyde
AU  - Jim O Berger
JO  - Journal of the American Statistical Association
PY  - 2008
VL  - 103
IS  - 481
DO  - 10.1198/016214507000001337
UR  - https://doi.org/10.1198/016214507000001337
ER  -


TY  - JOUR
TI  - Spike and slab variable selection: Frequentist and Bayesian strategies
AU  - Hemant Ishwaran
AU  - J. Sunil Rao
JO  - The Annals of Statistics
PY  - 2005
VL  - 33
IS  - 2
DO  - 10.1214/009053604000001147
UR  - https://doi.org/10.1214/009053604000001147
ER  -


TY  - JOUR
TI  - Nonconcave penalized likelihood with a diverging number of parameters
AU  - Jianqing Fan
AU  - Heng Peng
JO  - The Annals of Statistics
PY  - 2004
VL  - 32
IS  - 3
DO  - 10.1214/009053604000000256
UR  - https://doi.org/10.1214/009053604000000256
ER  -


TY  - JOUR
TI  - Penalized Regressions: The Bridge versus the Lasso
AU  - Wenjiang J. Fu
JO  - Journal of Computational and Graphical Statistics
PY  - 1998
VL  - 7
IS  - 3
DO  - 10.1080/10618600.1998.10474784
UR  - https://doi.org/10.1080/10618600.1998.10474784
ER  -


TY  - JOUR
TI  - Measurement Error in Lasso: Impact and Likelihood Bias Correction
AU  - Øystein Sørensen
AU  - Arnoldo Frigessi
AU  - Magne Thoresen
JO  - Statistica Sinica
PY  - 2015
VL  - 25
IS  - 2
DO  - 10.5705/ss.2013.180
UR  - https://doi.org/10.5705/ss.2013.180
ER  -


TY  - JOUR
TI  - High-dimensional Regression with Noisy and Missing Data: Provable Guarantees with Nonconvexity
AU  - Po-Ling Loh
AU  - Martin J. Wainwright
JO  - The Annals of Statistics
PY  - 2012
VL  - 40
IS  - 3
DO  - 10.1214/12-AOS1018
UR  - https://doi.org/10.1214/12-AOS1018
ER  -


TY  - JOUR
TI  - CoCoLasso for High-dimensional Error-in-variables Regression
AU  - Abhirup Datta
AU  - Hui Zou
JO  - The Annals of Statistics
PY  - 2017
VL  - 45
IS  - 6
DO  - 10.1214/16-AOS1527
UR  - https://doi.org/10.1214/16-AOS1527
ER  -


TY  - JOUR
TI  - Inference in High Dimensional Linear Measurement Error Models
AU  - Mengyan Li
AU  - Runze Li
AU  - Yanyuan Ma
JO  - Journal of Multivariate Analysis
PY  - 2021
VL  - 184
DO  - 10.1016/j.jmva.2021.104759
UR  - https://doi.org/10.1016/j.jmva.2021.104759
ER  -