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    • Lookahead and Piloting Strategies for Variable Selection 

      Zhang, Junni L; Lin, Ming T; Liu, Jun; Chen, Rong (International Chinese Statistical Association, 2007)
      The traditional variable selection problem has attracted renewed atten- tion from statistical researchers due to the recent advances in data collection, es- pecially in fields such as bioinformatics and marketing. In this ...
    • Model selection principles in misspecified models 

      Lv, Jinchi; Liu, Jun (Wiley-Blackwell, 2013)
      Model selection is of fundamental importance to high dimensional modelling featured in many contemporary applications. Classical principles of model selection include the Bayesian principle and the Kullback–Leibler divergence ...