PETER RADCHENKO I am an Assistant Professor of Information and Operations Management in the Marshall School at the University of Southern California. You can click here to see my departmental webpage. Below are some of my papers in pdf.

Accepted and Published Journal Papers

• "Improved Variable Selection with Forward-Lasso Adaptive Shrinkage"(with G. James). Annals of Applied Statistics, 5, 427-448, 2011. Also available is a supplemental file containing some proofs
• "Variable Selection Using Adaptive Non-linear Interaction Structures in High dimensions"(with G. James). Journal of the American Statistical Association, 105, 1541–1553, 2010
• "A Generalized Dantzig Selector with Shrinkage Tuning"(with G. James). Biometrika, 96, 323-337, 2009
• "DASSO: Connections Between the Dantzig Selector and Lasso"(with G. James and J. Lv). Journal of the Royal Statistical Society, Series B, 71, 127-142, 2009
• "Variable Inclusion and Shrinkage Algorithms"(with G. James). Journal of the American Statistical Association, 103, 1304-1315, 2008
• "Mixed-rates Asymptotics." Annals of Statistics, 36, 287-309, 2008. Also available is its extended version
• "Nonlinear Least-Squares Estimation"(with D. Pollard). Journal of Multivariate Analysis, 97, 548-562, 2006

Discussions

• "Discussion of 'Sure Independence Screening for Ultrahigh Dimensional Feature Space' by Fan and Lv" (with G. James). Journal of the Royal Statistical Society, Series B , 70, 895-896, 2008

Other Manuscripts

• "Reweighting the Lasso." Proceedings of the American Statistical Association, Alexandria, VA, 1668-1672, 2005
• "Asymptotics under nonstandard conditions." Ph.D. Thesis, 2004