References
- Akaike , H. 1974 . A new look at the statistical model identification . IEEE Trans. Autom. Control , 19 : 716 – 723 .
- Antoniadis , A. 1997 . Wavelets in statistics: A review (with discussion) . J. Ital. Statist. Assoc. , 6 : 97 – 144 .
- Bhansali , R. J. 1986 . Asymptotically efficient selection of the order by the criterion autoregressive transfer function . Ann. Statist. , 14 : 315 – 325 .
- Box , G. E.P. and Meyer , R. D. 1986 . An analysis for unreplicated fractional factorials . Technometrics , 28 : 11 – 18 .
- Breiman , L. 1992 . The little bootstrap and other methods for dimensionality selection in regression: X-fixed prediction error . J. Am. Statist. Assoc. , 87 : 738 – 754 .
- Breiman , L. 1996 . Heuristics of instability and stabilization in model selection . Ann. Statist. , 24 : 2350 – 2383 .
- Craven , P. and Wahba , G. 1979 . Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation . Numer. Math. , 31 : 377 – 403 .
- Efron , B. , Hastie , T. , Johnstone , I. and Tibshirani , R. 2004 . Least angle regression . Ann. Statist. , 32 : 407 – 499 .
- Fan , J. 1997 . Comments on ‘Wavelets in statistics: A review’ by A. Antoniadis . J. Ital. Statist. Assos. , 6 : 131 – 138 .
- Fan , J. and Li , R. 2001 . Variable selection via nonconcave penalized likelihood and its oracle properties . J. Am. Statist. Assoc. , 96 : 1348 – 1360 .
- Fan , J. and Li , R. 2002 . Variable selection for Cox's proportional hazards model and frailty model . Ann. Statist. , 30 : 74 – 99 .
- Fan , J. and Li , R. Statistical challenges with high dimensionality: Feature selection in knowledge discovery . Proceedings of the International Congress of Mathematicians . Edited by: Sanz-Sole , M. , Soria , J. , Varona , J. L. and Verdera , J. Vol. III , pp. 595 – 622 .
- Fan , J. , Chen , Y. , Chan , H. M. , Tam , P. K.H. and Ren , Y. 2005 . Removing intensity effects and identifying significant genes for Affymetrix arrays in MIF-suppressed neuroblastoma cells . Proc. Natl Acad. Sci. USA , 103 : 17751 – 17756 .
- Hannan , E. J. and Quinn , B. G. 1979 . The determination of the order of an autoregression . J. Roy. Statist. Soc. B , 41 : 190 – 195 .
- Hocking , R. 1976 . The analysis and selection of variables in linear regression . Biometrics , 32 : 1 – 49 .
- Hosmer , D. W. and Lemeshow , S. 1989 . Applied Logistic Regression , New York : John Wiley & Sons .
- Hurvich , C. M. and Tsai , C. L. 1989 . Regression and time series model selection in small samples . Biometrika , 76 : 297 – 307 .
- Karagrigoriou , A. 1997 . Asymptotic efficiency of the order selection of a nonGaussian AR process . Statist. Sinica , 7 : 407 – 423 .
- Linhart , H. and Zucchini , W. 1986 . Model Selection , New York : John Wiley .
- Mallows , C. L. 1973 . Some comments on Cp . Technometrics , 15 : 661 – 675 .
- McCullagh , P. and Nelder , J. A. 1989 . Generalized Linear Models , 2 , London : Chapman & Hall Ltd .
- Meier , L. , van der Geer , S. and Bühlmann , P. 2008 . The group LASSO for logistic regression . J. Roy. Statist. Soc. , 70 : 53 – 71 .
- Miller , A. J. 2002 . Subset Selection in Regression , Boca Raton : Chapman & Hall/CRC .
- Myers , R. H. , Montgomery , D. C. and Vining , G. 2002 . Generalized Linear Models with Applications in Engineering and the Sciences , New York : John Wiley & Sons .
- Rao , C. R. and Wu , Y. 2001 . “ On model selection (with discussion) ” . Institute of Mathematical Statistical Lecture Notes–Monograph Series. 38 Edited by: Lahiri , P. 1 – 64 .
- Schwarz , G. 1978 . Estimating the dimension of a model . Ann. Stat. , 6 : 461 – 464 .
- Shao , J. 1993 . Linear model selection by cross-validation . J. Acoust. Soc. Am. , 88 : 486 – 494 .
- Shibata , R. 1980 . Asymptotically efficient selection of the order of the model for estimating parameters of linear process . Ann. Stat. , 8 : 147 – 164 .
- Shibata , R. 1981 . An optimal selection of regression variables . Biometrika , 68 : 45 – 54 .
- Sierra , B. , Lazkano , E. , Inza , I. , Merino , M. , Larrañaga , P. Y. and Quiroga , J. 2001 . Prototype selection and feature subset selection by estimation of distribution algorithms: A case study in the survival of cirrhotic patients treated with TIPS , Lecture Notes in Artificial Intelligence Vol. 2101 , 20 – 29 . Berlin : Springer .
- Svrakic , N. M. , Nesic , O. , Dasu , M. R.K. , Herndon , D. and Perez-Polo , J. R. 2003 . Statistical approach to DNA chip analysis . Recent Prog. Hormone Res. , 58 : 75 – 93 .
- Tibshirany , R. J. 1996 . Regression shrinkage and selection via the LASSO . J. Roy. Statist. Soc. Ser. B , 58 : 267 – 288 .
- Vittinghoff , E. , Glidden , D. V. , Shiboski , S. C. and McCulloch , C. E. 2005 . Regression Methods in Biostatistics , New York : Springer Science & Business Media .
- Yuan , M. and Lin , Y. 2006 . Model selection and estimation in regression with group variables . J. Roy. Statist. Soc. , 68 : 49 – 67 .