Year |
Citation |
Score |
2020 |
He D, Zhou Y, Zou H. High-dimensional variable selection with right-censored length-biased data Statistica Sinica. 30: 193-215. DOI: 10.5705/Ss.202018.0089 |
0.304 |
|
2019 |
Datta A, Zou H, Banerjee S. Bayesian High-Dimensional Regression for Change Point Analysis. Statistics and Its Interface. 12: 253-264. PMID 31543930 DOI: 10.4310/Sii.2019.V12.N2.A6 |
0.316 |
|
2018 |
Li D, Xue L, Zou H. Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices Statistica Sinica. 28: 2657-2670. DOI: 10.5705/Ss.202017.0060 |
0.305 |
|
2018 |
Wang B, Zou H. Another look at distance-weighted discrimination Journal of the Royal Statistical Society Series B-Statistical Methodology. 80: 177-198. DOI: 10.1111/Rssb.12244 |
0.408 |
|
2018 |
Yang Y, Qian W, Zou H. Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models Journal of Business & Economic Statistics. 36: 456-470. DOI: 10.1080/07350015.2016.1200981 |
0.367 |
|
2018 |
Gu Y, Fan J, Kong L, Ma S, Zou H. ADMM for High-Dimensional Sparse Penalized Quantile Regression Technometrics. 60: 319-331. DOI: 10.1080/00401706.2017.1345703 |
0.453 |
|
2017 |
Yang Y, Zhang T, Zou H. Flexible Expectile Regression in Reproducing Kernel Hilbert Spaces Technometrics. 60: 26-35. DOI: 10.1080/00401706.2017.1291450 |
0.403 |
|
2016 |
Fan J, Xue L, Zou H. Multitask Quantile Regression under the Transnormal Model. Journal of the American Statistical Association. 111: 1726-1735. PMID 29097827 DOI: 10.1080/01621459.2015.1113973 |
0.422 |
|
2016 |
Zou H. Discussion of “estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation” Electronic Journal of Statistics. 10: 60-66. DOI: 10.1214/15-Ejs1018 |
0.322 |
|
2016 |
Gu Y, Zou H. High-dimensional generalizations of asymmetric least squares regression and their applications The Annals of Statistics. 44: 2661-2694. DOI: 10.1214/15-Aos1431 |
0.308 |
|
2016 |
Fan J, Liu H, Ning Y, Zou H. High dimensional semiparametric latent graphical model for mixed data Journal of the Royal Statistical Society. Series B: Statistical Methodology. DOI: 10.1111/Rssb.12168 |
0.423 |
|
2016 |
Li D, Zou H. SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties Ieee Transactions On Information Theory. 62: 2153-2169. DOI: 10.1109/Tit.2016.2530090 |
0.354 |
|
2016 |
Wang B, Zou H. Sparse Distance Weighted Discrimination Journal of Computational and Graphical Statistics. 25: 826-838. DOI: 10.1080/10618600.2015.1049700 |
0.397 |
|
2016 |
Qian W, Yang Y, Zou H. Tweedie’s Compound Poisson Model With Grouped Elastic Net Journal of Computational and Graphical Statistics. 25: 606-625. DOI: 10.1080/10618600.2015.1005213 |
0.397 |
|
2015 |
Yang Y, Zou H. Nonparametric multiple expectile regression via ER-Boost Journal of Statistical Computation and Simulation. 85: 1442-1458. DOI: 10.1080/00949655.2013.876024 |
0.385 |
|
2015 |
Mai Q, Zou H. Nonparametric Variable Transformation in Sufficient Dimension Reduction Technometrics. 57: 1-10. DOI: 10.1080/00401706.2014.901254 |
0.301 |
|
2015 |
Mai Q, Zou H. Sparse semiparametric discriminant analysis Journal of Multivariate Analysis. 135: 175-188. DOI: 10.1016/J.Jmva.2014.12.009 |
0.366 |
|
2014 |
Fan J, Xue L, Zou H. STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE PENALIZED ESTIMATION. Annals of Statistics. 42: 819-849. PMID 25598560 DOI: 10.1214/13-Aos1198 |
0.412 |
|
2014 |
Song R, Yi F, Zou H. On Varying-coefficient Independence Screening for High-dimensional Varying-coefficient Models. Statistica Sinica. 24: 1735-1752. PMID 25484548 DOI: 10.5705/Ss.2012.299 |
0.403 |
|
2014 |
Xue L, Zou H. Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas Statistics and Its Interface. 7: 201-209. DOI: 10.4310/Sii.2014.V7.N2.A5 |
0.347 |
|
2014 |
Zhang T, Zou H. Sparse precision matrix estimation via lasso penalized D-trace loss Biometrika. 101: 103-120. DOI: 10.1093/Biomet/Ast059 |
0.401 |
|
2014 |
Yang Y, Zou H. A coordinate majorization descent algorithm for ℓ1 penalized learning Journal of Statistical Computation and Simulation. 84: 84-95. DOI: 10.1080/00949655.2012.695374 |
0.341 |
|
2014 |
Yang Y, Zou H. A fast unified algorithm for solving group-lasso penalize learning problems Statistics and Computing. 25: 1129-1141. DOI: 10.1007/S11222-014-9498-5 |
0.345 |
|
2013 |
Lin CY, Bondell H, Zhang HH, Zou H. Variable Selection for Nonparametric Quantile Regression via Smoothing Spline AN OVA. Stat. 2: 255-268. PMID 24554792 DOI: 10.1002/sta4.33 |
0.305 |
|
2013 |
Ma S, Xue L, Zou H. Alternating direction methods for latent variable gaussian graphical model selection. Neural Computation. 25: 2172-98. PMID 23607561 DOI: 10.1162/Neco_A_00379 |
0.359 |
|
2013 |
Xue L, Zou H. Rank-based tapering estimation of bandable correlation matrices Statistica Sinica. 24: 83-100. DOI: 10.5705/Ss.2012.052 |
0.402 |
|
2013 |
Xue L, Zou H. Discussion of minimax estimation of large covariance matrices under L1-Norm Statistica Sinica. DOI: 10.5705/Ss.2010.253A |
0.307 |
|
2013 |
Yang Y, Zou H. A cocktail algorithm for solving the elastic net penalized Cox’s regression in high dimensions Statistics and Its Interface. 6: 167-173. DOI: 10.4310/Sii.2013.V6.N2.A1 |
0.363 |
|
2013 |
Mai Q, Zou H. The Kolmogorov filter for variable screening in high-dimensional binary classification Biometrika. 100: 229-234. DOI: 10.1093/Biomet/Ass062 |
0.326 |
|
2013 |
Yang Y, Zou H. An Efficient Algorithm for Computing the HHSVM and Its Generalizations Journal of Computational and Graphical Statistics. 22: 396-415. DOI: 10.1080/10618600.2012.680324 |
0.382 |
|
2013 |
Mai Q, Zou H. A Note On the Connection and Equivalence of Three Sparse Linear Discriminant Analysis Methods Technometrics. 55: 243-246. DOI: 10.1080/00401706.2012.746208 |
0.3 |
|
2013 |
Xue L, Zou H. Minimax optimal estimation of general bandable covariance matrices Journal of Multivariate Analysis. 116: 45-51. DOI: 10.1016/J.Jmva.2012.11.003 |
0.346 |
|
2013 |
Yi F, Zou H. SURE-tuned tapering estimation of large covariance matrices Computational Statistics and Data Analysis. 58: 339-351. DOI: 10.1016/J.Csda.2012.09.007 |
0.371 |
|
2013 |
Trendafilov N, Kleinsteuber M, Zou H. Sparse matrices in data analysis Computational Statistics. 29: 403-405. DOI: 10.1007/S00180-013-0468-8 |
0.365 |
|
2012 |
Xue L, Zou H. Regularized rank-based estimation of high-dimensional nonparanormal graphical models Annals of Statistics. 40: 2541-2571. DOI: 10.1214/12-Aos1041 |
0.422 |
|
2012 |
Xue L, Zou H, Cai T. Nonconcave penalized composite conditional likelihood estimation of sparse Ising models The Annals of Statistics. 40: 1403-1429. DOI: 10.1214/12-Aos1017 |
0.409 |
|
2012 |
Mai Q, Zou H, Yuan M. A direct approach to sparse discriminant analysis in ultra-high dimensions Biometrika. 99: 29-42. DOI: 10.1093/Biomet/Asr066 |
0.385 |
|
2012 |
Xue L, Ma S, Zou H. Positive-Definite ℓ1-Penalized Estimation of Large Covariance Matrices Journal of the American Statistical Association. 107: 1480-1491. DOI: 10.1080/01621459.2012.725386 |
0.4 |
|
2012 |
Chen B, Yu Y, Zou H, Liang H. Profiled adaptive Elastic-Net procedure for partially linear models with high-dimensional covariates Journal of Statistical Planning and Inference. 142: 1733-1745. DOI: 10.1016/J.Jspi.2012.02.035 |
0.344 |
|
2011 |
Kai B, Li R, Zou H. NEW EFFICIENT ESTIMATION AND VARIABLE SELECTION METHODS FOR SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS. Annals of Statistics. 39: 305-332. PMID 21666869 DOI: 10.1214/10-Aos842 |
0.44 |
|
2011 |
Ruan L, Yuan M, Zou H. Regularized parameter estimation in high-dimensional gaussian mixture models. Neural Computation. 23: 1605-22. PMID 21395439 DOI: 10.1162/Neco_A_00128 |
0.435 |
|
2010 |
Kai B, Li R, Zou H. Local CQR Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression. Journal of the Royal Statistical Society. Series B, Statistical Methodology. 72: 49-69. PMID 20975930 DOI: 10.1111/J.1467-9868.2009.00725.X |
0.391 |
|
2010 |
Zou H, Choi J, Oehlert G. A Penalized Maximum Likelihood Approach to Sparse Factor Analysis Statistics and Its Interface. 3: 429-436. DOI: 10.4310/Sii.2010.V3.N4.A1 |
0.392 |
|
2009 |
Zou H, Zhang HH. ON THE ADAPTIVE ELASTIC-NET WITH A DIVERGING NUMBER OF PARAMETERS. Annals of Statistics. 37: 1733-1751. PMID 20445770 DOI: 10.1214/08-Aos625 |
0.379 |
|
2009 |
Hastie T, Rosset S, Zhu J, Zou H. Multi-class AdaBoost Statistics and Its Interface. 2: 349-360. DOI: 10.4310/Sii.2009.V2.N3.A8 |
0.667 |
|
2009 |
Yuan M, Joseph VR, Zou H. Structured variable selection and estimation The Annals of Applied Statistics. 3: 1738-1757. DOI: 10.1214/09-Aoas254 |
0.417 |
|
2009 |
Yuan M, Zou H. Efficient Global Approximation of Generalized Nonlinear ℓ1-Regularized Solution Paths and Its Applications Journal of the American Statistical Association. 104: 1562-1574. DOI: 10.1198/Jasa.2009.Tm08287 |
0.351 |
|
2008 |
Zou H, Zhu J, Hastie T. NEW MULTICATEGORY BOOSTING ALGORITHMS BASED ON MULTICATEGORY FISHER-CONSISTENT LOSSES. The Annals of Applied Statistics. 2: 1290-1306. PMID 27347277 DOI: 10.1214/08-Aoas198 |
0.57 |
|
2008 |
Zou H, Li R. One-step Sparse Estimates in Nonconcave Penalized Likelihood Models. Annals of Statistics. 36: 1509-1533. PMID 19823597 DOI: 10.1214/009053607000000802 |
0.438 |
|
2008 |
Wu S, Zou H, Yuan M. Structured variable selection in support vector machines Electronic Journal of Statistics. 2: 103-117. DOI: 10.1214/07-Ejs125 |
0.387 |
|
2008 |
Zou H, Li R. Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models Annals of Statistics. 36: 1561-1566. DOI: 10.1214/07-Aos0316Rej |
0.3 |
|
2008 |
Zou H. A note on path-based variable selection in the penalized proportional hazards model Biometrika. 95: 241-247. DOI: 10.1093/Biomet/Asm083 |
0.44 |
|
2008 |
Zou H, Yuan M. Regularized simultaneous model selection in multiple quantiles regression Computational Statistics & Data Analysis. 52: 5296-5304. DOI: 10.1016/J.Csda.2008.05.013 |
0.41 |
|
2007 |
Zou H, Hastie T, Tibshirani R. On the "degrees of freedom" of the lasso Annals of Statistics. 35: 2173-2192. DOI: 10.1214/009053607000000127 |
0.591 |
|
2006 |
Zou H, Hastie T, Tibshirani R. Sparse principal component analysis Journal of Computational and Graphical Statistics. 15: 265-286. DOI: 10.1198/106186006X113430 |
0.567 |
|
2006 |
Daniels MJ, Zhou Z, Zou H. Conditionally Specified Space-Time Models for Multivariate Processes Journal of Computational and Graphical Statistics. 15: 157-177. DOI: 10.1198/106186006X100434 |
0.308 |
|
2006 |
Zou H. The adaptive lasso and its oracle properties Journal of the American Statistical Association. 101: 1418-1429. DOI: 10.1198/016214506000000735 |
0.389 |
|
2005 |
Zou H, Hastie T. Addendum: Regularization and variable selection via the elastic net Journal of the Royal Statistical Society: Series B (Statistical Methodology). 67: 768-768. DOI: 10.1111/J.1467-9868.2005.00527.X |
0.557 |
|
2005 |
Zou H, Hastie T. Regularization and variable selection via the elastic net Journal of the Royal Statistical Society. Series B: Statistical Methodology. 67: 301-320. DOI: 10.1111/J.1467-9868.2005.00503.X |
0.58 |
|
2004 |
Zou H, Yang Y. Combining time series models for forecasting International Journal of Forecasting. 20: 69-84. DOI: 10.1016/S0169-2070(03)00004-9 |
0.363 |
|
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