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Quadratic regression (QR) models naturally extend linear models by considering interaction effects between the covariates.
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Extended bayesian information criteria for model selection with large model spaces
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Sure independence screening for ultrahigh dimensional feature space
Fan, J · 2008
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Coordinate descent algorithms for lasso penalized regression
Wu, T. T · 2008
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Sharp thresholds for high-dimensional and noisy sparsity recovery using-constrained quadratic programming (lasso)
Wainwright, M. J · 2009
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Wang, H · 2009
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Wu, T. T · 2009
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Fan, J · 2011
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An ordinary differential equation-based solution path algorithm
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Asymptotic equivalence of regularization methods in thresholded parameter space
Fan, Y · 2013
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Tuning parameter selection in high dimensional penalized likelihood
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Choi, N. H · 2010
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