近些年来，与变量选择有关的高维统计推断非常火（特别是和L1惩罚函数有关的lasso方法，以及一些推广的方法，具体看看网上的这些博文

Lasso思想及算法，

统计学习那些事，

The Lasso，

videolectures上的视频http://videolectures.net/site/search/?q=LASSO http://videolectures.net/site/search/?q=+High-Dimensional+Data

高维模型选择方法综述《数理统计与管理》2012年04期

变量选择作为现代数理统计的重要一支得到了迅速的发展，在生物，医药, 网络，经济金融、图像处理等领域的应用广泛。一些大牛门（这些大牛的名字可见下面与Lasso变量选择有关的高引论文，引用次数截至2015.8.12）经常在统计四大天王杂志

Journal of the Royal Statistical Society Series B-Statistical Methodology，Annals of Statistics，Biometrika ，Journal of the American Statistical Association

上“灌水”。在统计的六小天王杂志

Bernoulli，Statistica Sinica，Scandinavian Journal of Statistics， Electronic Journal of Statistics,

Statistical Science，Technometrics

上也有许多相当好的文章。

       随着科学技术的进步，收集数据维数也越来越大。因此如何有效地从海量数据中挖掘出有用的信息备受人们的关注。高维统计建模无疑是目前处理这一问题的最有效的手段之一。在低维模型建立之初，为了尽量减小因缺少重要自变量而出现的模型偏差，人们通常会选择尽可能多的自变量。但在高维数据建模中，由于维数祸根（Curse of Dimensionality，见Introduction to High-Dimensional Statistics by Christophe Giraud的第1章详细描述），若把所以变量选出来是不合符实际的。故我们需要选择一些变量，以提高模型的解释性和预测精度。变量选择也服从了奥卡姆剃刀（Occam's Razor）的思想。他在《箴言书注》2卷15题说“切勿浪费较多东西，去做‘用较少的东西，同样可以做好的事情’。奥卡姆是由14世纪逻辑学家、圣方济各会修士奥卡姆的威廉（William of Occam，约1285年至1349年）提出。

     要研究高维统计也不容易，需要下面的基础课程作为预备知识：
数理统计（经典统计推断），高等概率论（极限理论以及大样本理论部分），线性与广义线性模型（矩阵论，经典线性模型），统计计算（优化方法）
书单可见博文概率统计金融数学计量精算一些内容利于自学,新而全的教科书。

      下面的书籍是专门讲（或者有一些章节提到）高维统计,稀疏推断,惩罚估计的一些书籍（按照时间顺序排列）。

偏理论的高维统计(稀疏推断,惩罚估计)推断书籍：
2002,Subset selection in regression 2ed by Miller, A.  
2005,The concentration of measure phenomenon by Ledoux, M.
2007,Introduction to Clustering Large and High-Dimensional Data by Jacob Kogan
2007,Concentration inequalities and model selection by Massart, P.
2008,Modern multivariate statistical techniques by Izenman, A. J.

      下面Lasso变量选择有关的高引论文（谷歌学术引用次数大于100，这里用的是）清单：
       Lasso变量选择的提出是Tibshirani在1996年JRSS-B上的一篇文章
Tibshirani, R. (1996). Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society. Series B (Methodological), 267-288. 被引用次数：13667
     

Lasso already is in the statistical mainstream.Look it up on Google scholar and the 1996 lasso paper has over 13000 citations, with dozens of other papers on lasso having thousands of citations each. Lasso is huge.

   Lasso的全称是least Least absolute shrinkage and selection operator。其想法可以用如下的最优化问题来表述：

Tibshirani(1996)提出Lasso方法之前的变量选择方法高引论文
Akaike, H. (1973), "Information theory and an extension of the maximum likelihood principle", in Petrov, B.N.; Csáki, F., 2nd International Symposium on Information Theory, Tsahkadsor, Armenia, USSR, September 2-8, 1971, Budapest: Akadémiai Kiadó, p. 267-281.(AIC准则) 被引用次数：14906
Mallows, C. L. (1973). Some comments on Cp. Technometrics, 15(4), 661-675. （MallowsCp）被引用次数：3336

Schwarz, Gideon E. (1978), Estimating the dimension of a model, Annals of Statistics 6 (2): 461–464 (BIC准则) 被引用次数：24512
Frank, L. E., & Friedman, J. H. (1993). A statistical view of some chemometrics regression tools. Technometrics, 35(2), 109-135. (桥估计)被引用次数：1630

Breiman, L. (1995). Better subset regression using the nonnegative garrote. Technometrics, 37(4), 373-384.被引用次数：737
Mallows, C. L. (1995). More comments on Cp. Technometrics, 37(4), 362-372.被引用次数：127

Tibshirani(1996)提出Lasso方法之后的高引论文
1-10
Efron, B., Hastie, T., Johnstone, I., & Tibshirani, R. (2004). Least angle regression. The Annals of statistics, 32(2), 407-499.（提出最小角回归方法） 被引用次数：5125
Zou, H., & Hastie, T. (2005). Regularization and variable selection via the elastic net. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 67(2), 301-320. （提出 elastic net）被引用次数：3872
Fan, J., & Li, R. (2001). Variable selection via nonconcave penalized likelihood and its oracle properties. Journal of the American statistical Association, 96(456), 1348-1360. （提出SCAD）被引用次数：2888
Yuan, M., & Lin, Y. (2006). Model selection and estimation in regression with grouped variables. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 68(1), 49-67. (提出Group lassso) 被引用次数：2686
Zou, H. (2006). The adaptive lasso and its oracle properties. Journal of the American statistical association, 101(476), 1418-1429. (提出adaptive lasso ) 被引用次数：2303
Friedman, J., Hastie, T., & Tibshirani, R. (2010). Regularization paths for generalized linear models via coordinate descent. Journal of statistical software, 33(1), 1. 被引用次数：2207
Candes, E., & Tao, T. (2007). The Dantzig selector: statistical estimation when p is much larger than n. The Annals of Statistics, 2313-2351. (Dantzig selector) 被引用次数：1893
Meinshausen, N., & Bühlmann, P. (2006). High-dimensional graphs and variable selection with the lasso. The Annals of Statistics, 1436-1462.(lasso in graphs model) 被引用次数：1489
Zhao, P., & Yu, B. (2006). On model selection consistency of Lasso. The Journal of Machine Learning Research, 7, 2541-2563. (consistency of Lasso) 被引用次数：1241
Zou, H., Hastie, T., & Tibshirani, R. (2006). Sparse principal component analysis. Journal of computational and graphical statistics, 15(2), 265-286. (稀疏主成分分析) 被引用次数：1176
11-20
Friedman, J., Hastie, T., Höfling, H., & Tibshirani, R. (2007). Pathwise coordinate optimization. The Annals of Applied Statistics, 1(2), 302-332. 被引用次数：1024
Bickel, P. J., Ritov, Y. A., & Tsybakov, A. B. (2009). Simultaneous analysis of Lasso and Dantzig selector. The Annals of Statistics, 1705-1732. 被引用次数：970
Tibshirani, R., Saunders, M., Rosset, S., Zhu, J., & Knight, K. (2005). Sparsity and smoothness via the fused lasso. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 67(1), 91-108.(提出Fused LASSO) 被引用次数：935

Park, T., & Casella, G. (2008). The bayesian lasso. Journal of the American Statistical Association, 103(482), 681-686. （贝叶斯lasso）被引用次数：886
Knight, K., & Fu, W. (2000). Asymptotics for lasso-type estimators. Annals of statistics, 1356-1378.(lasso渐进性质的必读论文) 被引用次数：774
Breiman, L. (1995). Better subset regression using the nonnegative garrote. Technometrics, 37(4), 373-384. 被引用次数：737
Fu, W. J. (1998). Penalized regressions: the bridge versus the lasso. Journal of computational and graphical statistics, 7(3), 397-416. 被引用次数：703
Meier, L., Van De Geer, S., & Bühlmann, P. (2008). The group lasso for logistic regression. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 70(1), 53-71. 被引用次数：709
Fan, J., & Lv, J. (2008). Sure independence screening for ultrahigh dimensional feature space. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 70(5), 849-911.(SIS方法) 被引用次数：713
Wainwright, M. J. (2009). Sharp thresholds for high-dimensional and noisy sparsity recovery using-constrained quadratic programming (Lasso). Information Theory, IEEE Transactions on, 55(5), 2183-2202. 被引用次数：686
21-30

Schäfer, J., & Strimmer, K. (2005). A shrinkage approach to large-scale covariance matrix estimation and implications for functional genomics. Statistical applications in genetics and molecular biology, 4(1).被引用次数：678
Tibshirani, R. (1997). The lasso method for variable selection in the Cox model. Statistics in medicine, 16(4), 385-395.被引用次数：680
Zhu, J., Rosset, S., Hastie, T., & Tibshirani, R. (2004). 1-norm support vector machines. Advances in neural information processing systems, 16(1), 49-56.被引用次数：635
Meinshausen, N., & Bühlmann, P. (2010). Stability selection. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 72(4), 417-473.被引用次数：672
Arlot, S., & Celisse, A. (2010). A survey of cross-validation procedures for model selection. Statistics surveys, 4, 40-79.被引用次数：647
Yuan, M., & Lin, Y. (2007). Model selection and estimation in the Gaussian graphical model. Biometrika, 94(1), 19-35.被引用次数：608
Zhang, C. H. (2010). Nearly unbiased variable selection under minimax concave penalty. The Annals of Statistics, 894-942(提出MCP).被引用次数：588
Zou, H., & Li, R. (2008). One-step sparse estimates in nonconcave penalized likelihood models. Annals of statistics, 36(4), 1509.被引用次数：565
Park, M. Y., & Hastie, T. (2007). L1‐regularization path algorithm for generalized linear models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 69(4), 659-677.被引用次数：554
Osborne, M. R., Presnell, B., & Turlach, B. A. (2000). On the lasso and its dual. Journal of Computational and Graphical statistics, 9(2), 319-337.被引用次数：545
Hastie, T., Rosset, S., Tibshirani, R., & Zhu, J. (2004). The entire regularization path for the support vector machine. The Journal of Machine Learning Research, 5, 1391-1415.被引用次数：520
31-40
Koenker, R. (2004). Quantile regression for longitudinal data. Journal of Multivariate Analysis, 91(1), 74-89.被引用次数：502Meinshausen, N., & Yu, B. (2009). Lasso-type recovery of sparse representations for high-dimensional data. The Annals of Statistics, 246-270. 被引用次数：485
Fan, J., & Peng, H. (2004). Nonconcave penalized likelihood with a diverging number of parameters. The Annals of Statistics, 32(3), 928-961.被引用次数：483
Zou, H., Hastie, T., & Tibshirani, R. (2007). On the “degrees of freedom” of the lasso. The Annals of Statistics, 35(5), 2173-2192.被引用次数：479
Bach, F. R. (2008). Consistency of the group lasso and multiple kernel learning. The Journal of Machine Learning Research, 9, 1179-1225.被引用次数：476
Blei, D. M., & Lafferty, J. D. (2007). A correlated topic model of science. The Annals of Applied Statistics, 17-35. 被引用次数：477
Antoniadis, A., & Fan, J. (2011). Regularization of wavelet approximations. Journal of the American Statistical Association. 被引用次数：467
Genkin, A., Lewis, D. D., & Madigan, D. (2007). Large-scale Bayesian logistic regression for text categorization. Technometrics, 49(3), 291-304. 被引用次数：455
Hofmann, T., Schölkopf, B., & Smola, A. J. (2008). Kernel methods in machine learning. The annals of statistics, 1171-1220.被引用次数：451
Portnoy, S., & Koenker, R. (1997). The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. Statistical Science, 12(4), 279-300.被引用次数：415
41-50
Bühlmann, P., & Hothorn, T. (2007). Boosting algorithms: Regularization, prediction and model fitting. Statistical Science, 477-505.被引用次数：407
Zhang, C. H., & Huang, J. (2008). The sparsity and bias of the lasso selection in high-dimensional linear regression. The Annals of Statistics, 1567-1594.被引用次数：407

Jacob, L., Obozinski, G., & Vert, J. P. (2009, June). Group lasso with overlap and graph lasso. In Proceedings of the 26th annual international conference on machine learning (pp. 433-440). ACM.被引用次数：405
Koh, K., Kim, S. J., & Boyd, S. P. (2007). An Interior-Point Method for Large-Scale l1-Regularized Logistic Regression. Journal of Machine learning research, 8(8), 1519-1555.被引用次数：420
Wu, T. T., & Lange, K. (2008). Coordinate descent algorithms for lasso penalized regression. The Annals of Applied Statistics, 224-244.被引用次数：385
Jolliffe, I. T., Trendafilov, N. T., & Uddin, M. (2003). A modified principal component technique based on the LASSO. Journal of computational and Graphical Statistics, 12(3), 531-547.
Van de Geer, S. A. (2008). High-dimensional generalized linear models and the lasso. The Annals of Statistics, 614-645.被引用次数：357
Bair, E., Hastie, T., Paul, D., & Tibshirani, R. (2006). Prediction by supervised principal components. Journal of the American Statistical Association, 101(473).被引用次数：356
Candès, E. J., & Plan, Y. (2009). Near-ideal model selection by ℓ1 minimization. The Annals of Statistics, 37(5A), 2145-2177.被引用次数：345
Ramsay, J. O., Hooker, G., Campbell, D., & Cao, J. (2007). Parameter estimation for differential equations: a generalized smoothing approach. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 69(5), 741-796.被引用次数：341
51-60
Wang, H., Li, R., & Tsai, C. L. (2007). Tuning parameter selectors for the smoothly clipped absolute deviation method. Biometrika, 94(3), 553-568.被引用次数：329
Rosset, S., & Zhu, J. (2007). Piecewise linear regularized solution paths. The Annals of Statistics, 1012-1030.被引用次数：328
Zhao, P., Rocha, G., & Yu, B. (2009). The composite absolute penalties family for grouped and hierarchical variable selection. The Annals of Statistics, 3468-3497.（提出CAP方法）被引用次数：331
Bunea, F., Tsybakov, A., & Wegkamp, M. (2007). Sparsity oracle inequalities for the Lasso. Electronic Journal of Statistics, 1, 169-194.被引用次数：321
Wu, T. T., Chen, Y. F., Hastie, T., Sobel, E., & Lange, K. (2009). Genome-wide association analysis by lasso penalized logistic regression. Bioinformatics, 25(6), 714-721.被引用次数：321
Kuo, L., & Mallick, B. (1998). Variable selection for regression models. Sankhyā: The Indian Journal of Statistics, Series B, 65-81.被引用次数：314
Leeb, H., & Pötscher, B. M. (2005). Model selection and inference: Facts and fiction. Econometric Theory, 21(01), 21-59.被引用次数：298
Fan, J., & Li, R. (2002). Variable selection for Cox's proportional hazards model and frailty model. Annals of Statistics, 74-99.被引用次数：303
Negahban, S., Yu, B., Wainwright, M. J., & Ravikumar, P. K. (2009). A unified framework for high-dimensional analysis of $ M $-estimators with decomposable regularizers. In Advances in Neural Information Processing Systems (pp. 1348-1356).被引用次数：319
Jenatton, R., Audibert, J. Y., & Bach, F. (2011). Structured variable selection with sparsity-inducing norms. The Journal of Machine Learning Research, 12, 2777-2824.被引用次数：301
61-70
Chen, J., & Chen, Z. (2008). Extended Bayesian information criteria for model selection with large model spaces. Biometrika, 95(3), 759-771.被引用次数：312
Fan, J., & Li, R. (2004). New estimation and model selection procedures for semiparametric modeling in longitudinal data analysis.Journal of the American Statistical Association, 99(467), 710-723.被引用次数：291
Fan, J., & Lv, J. (2010). A selective overview of variable selection in high dimensional feature space. Statistica Sinica, 20(1), 101.被引用次数：294
Sauerbrei, W., & Royston, P. (1999). Building multivariable prognostic and diagnostic models: transformation of the predictors by using fractional polynomials. Journal of the Royal Statistical Society. Series A (Statistics in Society), 71-94.被引用次数：286
Guo, Y., Hastie, T., & Tibshirani, R. (2007). Regularized linear discriminant analysis and its application in microarrays. Biostatistics, 8(1), 86-100.被引用次数：283
Wainwright, M. J. (2009). Information-theoretic limits on sparsity recovery in the high-dimensional and noisy setting. Information Theory, IEEE Transactions on, 55(12), 5728-5741.被引用次数：285
George, E. I. (2000). The variable selection problem. Journal of the American Statistical Association, 95(452), 1304-1308.被引用次数：272
Huang, J., Ma, S., & Zhang, C. H. (2008). Adaptive Lasso for sparse high-dimensional regression models. Statistica Sinica, 18(4), 1603.被引用次数：275
Shen, H., & Huang, J. Z. (2008). Sparse principal component analysis via regularized low rank matrix approximation. Journal of multivariate analysis, 99(6), 1015-1034.被引用次数：280
Friedman, J. H., & Popescu, B. E. (2008). Predictive learning via rule ensembles. The Annals of Applied Statistics, 916-954.被引用次数：265
71-80
Shevade, S. K., & Keerthi, S. S. (2003). A simple and efficient algorithm for gene selection using sparse logistic regression. Bioinformatics, 19(17), 2246-2253.被引用次数：265
Buehlmann, P. (2006). Boosting for high-dimensional linear models. The Annals of Statistics, 559-583.被引用次数：264
Hunter, D. R., & Li, R. (2005). Variable selection using MM algorithms. Annals of statistics, 33(4), 1617.被引用次数：262
Ravikumar, P., Lafferty, J., Liu, H., & Wasserman, L. (2009). Sparse additive models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 71(5), 1009-1030.被引用次数：260
Zhang, H. H., & Lu, W. (2007). Adaptive Lasso for Cox's proportional hazards model. Biometrika, 94(3), 691-703.被引用次数：255
Huang, J. Z., Liu, N., Pourahmadi, M., & Liu, L. (2006). Covariance matrix selection and estimation via penalised normal likelihood. Biometrika, 93(1), 85-98.被引用次数：255
Lange, N., & Zeger, S. L. (1997). Non‐linear Fourier Time Series Analysis for Human Brain Mapping by Functional Magnetic Resonance Imaging. Journal of the Royal Statistical Society: Series C (Applied Statistics), 46(1), 1-29.被引用次数：252

Obozinski, G., Taskar, B., & Jordan, M. I. (2010). Joint covariate selection and joint subspace selection for multiple classification problems. Statistics and Computing, 20(2), 231-252.被引用次数：255
Greenshtein, E., & Ritov, Y. A. (2004). Persistence in high-dimensional linear predictor selection and the virtue of overparametrization. Bernoulli, 10(6), 971-988.被引用次数：252
Huang, J., Horowitz, J. L., & Ma, S. (2008). Asymptotic properties of bridge estimators in sparse high-dimensional regression models. The Annals of Statistics, 587-613.被引用次数：253
81-90
Bunea, F., Tsybakov, A. B., & Wegkamp, M. H. (2007). Aggregation for Gaussian regression. The Annals of Statistics, 35(4), 1674-1697.被引用次数：243
Wand, M. P. (2003). Smoothing and mixed models. Computational statistics, 18(2), 223-249.被引用次数：238Bai, J., & Ng, S. (2008). Forecasting economic time series using targeted predictors. Journal of Econometrics, 146(2), 304-317.被引用次数：238
Peng, J., Wang, P., Zhou, N., & Zhu, J. (2009). Partial correlation estimation by joint sparse regression models. Journal of the American Statistical Association, 104(486).被引用次数：243
Huang, J., Zhang, T., & Metaxas, D. (2011). Learning with structured sparsity. The Journal of Machine Learning Research, 12, 3371-3412.被引用次数：243
Mazumder, R., Hastie, T., & Tibshirani, R. (2010). Spectral regularization algorithms for learning large incomplete matrices. The Journal of Machine Learning Research, 11, 2287-2322.被引用次数：241
Li, C., & Li, H. (2008). Network-constrained regularization and variable selection for analysis of genomic data. Bioinformatics, 24(9), 1175-1182.被引用次数：239
Zou, H., & Zhang, H. H. (2009). On the adaptive elastic-net with a diverging number of parameters. Annals of statistics, 37(4), 1733.被引用次数：239
Meinshausen, N. (2007). Relaxed lasso. Computational Statistics & Data Analysis, 52(1), 374-393.（提出Relaxed LASSO）被引用次数：238
De Mol, C., Giannone, D., & Reichlin, L. (2008). Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?. Journal of Econometrics, 146(2), 318-328.被引用次数：235
91-100
O'Hara, R. B., & Sillanpää, M. J. (2009). A review of Bayesian variable selection methods: what, how and which. Bayesian analysis, 4(1), 85-117.被引用次数：234
Turlach, B. A., Venables, W. N., & Wright, S. J. (2005). Simultaneous variable selection. Technometrics, 47(3), 349-363.被引用次数：233
Yuan, M., & Lin, Y. (2007). On the non‐negative garrotte estimator. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 69(2), 143-161.被引用次数：218Gui, J., & Li, H. (2005). Penalized Cox regression analysis in the high-dimensional and low-sample size settings, with applications to microarray gene expression data. Bioinformatics, 21(13), 3001-3008.被引用次数：216
Goeman, J. J. (2010). L1 penalized estimation in the cox proportional hazards model. Biometrical Journal, 52(1), 70-84.被引用次数：223
Steyerberg, E. W., Borsboom, G. J., van Houwelingen, H. C., Eijkemans, M. J., & Habbema, J. D. F. (2004). Validation and updating of predictive logistic regression models: a study on sample size and shrinkage. Statistics in medicine, 23(16), 2567-2586.被引用次数：217
Kadane, J. B., & Lazar, N. A. (2004). Methods and criteria for model selection. Journal of the American statistical Association, 99(465), 279-290.被引用次数：218
Aliferis, C. F., Statnikov, A., Tsamardinos, I., Mani, S., & Koutsoukos, X. D. (2010). Local causal and markov blanket induction for causal discovery and feature selection for classification part i: Algorithms and empirical evaluation. The Journal of Machine Learning Research, 11, 171-234.被引用次数：214
Bondell, H. D., & Reich, B. J. (2008). Simultaneous regression shrinkage, variable selection, and supervised clustering of predictors with OSCAR. Biometrics, 64(1), 115-123.被引用次数：209
Fan, J., & Li, R. (2006). Statistical challenges with high dimensionality: feature selection in knowledge discovery. In Proceedings oh the International Congress of Mathematicians: Madrid, August 22-30, 2006: invited lectures (pp. 595-622).被引用次数：208

101-110
Journée, M., Nesterov, Y., Richtárik, P., & Sepulchre, R. (2010). Generalized power method for sparse principal component analysis. The Journal of Machine Learning Research, 11, 517-553.被引用次数：206
Chun, H., & Keleş, S. (2010). Sparse partial least squares regression for simultaneous dimension reduction and variable selection. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 72(1), 3-25.被引用次数：206
Sardy, S., Bruce, A. G., & Tseng, P. (2000). Block coordinate relaxation methods for nonparametric wavelet denoising. Journal of computational and graphical statistics, 9(2), 361-379.被引用次数：203
Seeger, M. W. (2008). Bayesian inference and optimal design for the sparse linear model. The Journal of Machine Learning Research, 9, 759-813.被引用次数：203
Tibshirani, R., & Wang, P. (2008). Spatial smoothing and hot spot detection for CGH data using the fused lasso. Biostatistics, 9(1), 18-29.被引用次数：204
Leng, C., Lin, Y., & Wahba, G. (2006). A note on the lasso and related procedures in model selection. Statistica Sinica, 16(4), 1273.被引用次数：196
Wasserman, L., & Roeder, K. (2009). High dimensional variable selection.Annals of statistics, 37(5A), 2178.被引用次数：193
Meier, L., Van de Geer, S., & Bühlmann, P. (2009). High-dimensional additive modeling. The Annals of Statistics, 37(6B), 3779-3821.被引用次数：192
Li, R., & Liang, H. (2008). Variable selection in semiparametric regression modeling. Annals of Statistics, 36(1), 261.被引用次数：191
Zhang, H. H., Ahn, J., Lin, X., & Park, C. (2006). Gene selection using support vector machines with non-convex penalty. Bioinformatics, 22(1), 88-95.被引用次数：186
111-120
Lin, Y., & Zhang, H. H. (2006). Component selection and smoothing in multivariate nonparametric regression. The Annals of Statistics, 34(5), 2272-2297.被引用次数：185
d'Aspremont, A., Bach, F., & Ghaoui, L. E. (2008). Optimal solutions for sparse principal component analysis. The Journal of Machine Learning Research, 9, 1269-1294.被引用次数：187
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Wang, H., Li, G., & Jiang, G. (2007). Robust regression shrinkage and consistent variable selection through the LAD-Lasso. Journal of Business & Economic Statistics, 25(3), 347-355.被引用次数：181
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