2022
Response best-subset selector for multivariate regression with high-dimensional response variables
Hu J, Huang J, Liu X, Liu X. Response best-subset selector for multivariate regression with high-dimensional response variables. Biometrika 2022, 110: 205-223. DOI: 10.1093/biomet/asac037.Peer-Reviewed Original Research
2017
A group adaptive elastic-net approach for variable selection in high-dimensional linear regression
Hu J, Huang J, Qiu F. A group adaptive elastic-net approach for variable selection in high-dimensional linear regression. Science China Mathematics 2017, 61: 173-188. DOI: 10.1007/s11425-016-0071-x.Peer-Reviewed Original ResearchAdaptive elastic-netHigh-dimensional linear regressionProblem of group selectionElastic-netOracle propertyOracle inequalitiesHigh-dimensional problemsVariable selectionGroup structureSample sizeModel selectionCollinearity problemElastic netOracleElastic-net approachHigh-dimensionalCompetitive methodsData studiesLinear regression modelsProblemInequalityModel consistencyGroup numberStatistical modelInference
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