Wang, Hansheng; Li, Bo; Leng, Chenlei - In: Journal of the Royal Statistical Society Series B 71 (2009) 3, pp. 671-683
Contemporary statistical research frequently deals with problems involving a diverging number of parameters. For those problems, various shrinkage methods (e.g. the lasso and smoothly clipped absolute deviation) are found to be particularly useful for variable selection. Nevertheless, the...