Shared Concepts

Browne, M. W. (1982). “Covariance Structures.” In Topics in Applied Multivariate Analysis, edited by D. M. Hawkins, 72–141. Cambridge: Cambridge University Press.

Burnham, K. P., and Anderson, D. R. (2002). Model Selection and Multimodel Inference. 2nd ed. New York: Springer-Verlag.

Dennis, J. E., Gay, D. M., and Welsch, R. E. (1981). “An Adaptive Nonlinear Least-Squares Algorithm.” ACM Transactions on Mathematical Software 7:348–368.

Dennis, J. E., and Mei, H. H. W. (1979). “Two New Unconstrained Optimization Algorithms Which Use Function and Gradient Values.” Journal of Optimization Theory and Applications 28:453–482.

Efron, B., Hastie, T. J., Johnstone, I. M., and Tibshirani, R. (2004). “Least Angle Regression.” Annals of Statistics 32:407–499. With discussion.

Eskow, E., and Schnabel, R. B. (1991). “Algorithm 695: Software for a New Modified Cholesky Factorization.” ACM Transactions on Mathematical Software 17:306–312.

Fletcher, R. (1987). Practical Methods of Optimization. 2nd ed. Chichester, UK: John Wiley & Sons.

Gay, D. M. (1983). “Subroutines for Unconstrained Minimization.” ACM Transactions on Mathematical Software 9:503–524.

Hastie, T. J., Tibshirani, R. J., and Friedman, J. H. (2001). The Elements of Statistical Learning: Data Mining, Inference, and Prediction. New York: Springer-Verlag.

Lawless, J. F., and Singhal, K. (1978). “Efficient Screening of Nonnormal Regression Models.” Biometrics 34:318–327.

Littell, R. C., Freund, R. J., and Spector, P. C. (1991). SAS System for Linear Models. 3rd ed. Cary, NC: SAS Institute Inc.

Moré, J. J. (1978). “The Levenberg-Marquardt Algorithm: Implementation and Theory.” In Lecture Notes in Mathematics, vol. 30, edited by G. A. Watson, 105–116. Berlin: Springer-Verlag.

Moré, J. J., and Sorensen, D. C. (1983). “Computing a Trust-Region Step.” SIAM Journal on Scientific and Statistical Computing 4:553–572.

Muller, K. E., and Fetterman, B. A. (2002). Regression and ANOVA: An Integrated Approach Using SAS Software. Cary, NC: SAS Institute Inc.

Nesterov, Y. (2013). “Gradient Methods for Minimizing Composite Objective Function.” Mathematical Programming 140:125–161.

Osborne, M. R., Presnell, B., and Turlach, B. A. (2000). “A New Approach to Variable Selection in Least Squares Problems.” IMA Journal of Numerical Analysis 20:389–404.

Searle, S. R. (1971). Linear Models. New York: John Wiley & Sons.

Tibshirani, R. (1996). “Regression Shrinkage and Selection via the Lasso.” Journal of the Royal Statistical Society, Series B 58:267–288.

Yuan, M., and Lin, L. (2006). “Model Selection and Estimation in Regression with Grouped Variables.” Journal of the Royal Statistical Society, Series B 68:49–67.

Zou, H. (2006). “The Adaptive Lasso and Its Oracle Properties.” Journal of the American Statistical Association 101:1418–1429.

Zou, H., and Hastie, T. (2005). “Regularization and Variable Selection via the Elastic Net.” Journal of the Royal Statistical Society, Series B 67:301–320.

Zou, H., and Zhang, H. H. (2009). “On the Adaptive Elastic-Net with a Diverging Number of Parameters.” Annals of Statistics 37:1733–1751.