Group coordinate descent algorithms for nonconvex penalized regression. - Fengrong Wei; Hongxiao Zhu (Comput. Stat. Data Anal., 2012)

Multivariate functional response regression, with application to fluorescence spectroscopy in a cervical pre-cancer study. - Hongxiao Zhu; Jeffrey S. Morris; Fengrong Wei; Dennis D. Cox (Comput. Stat. Data Anal., 2017)

Shape Mixture Models Based on Multivariate Extended Skew Normal Distributions. - Weizhong Tian; Tonghui Wang; Fengrong Wei; Fang Dai (Predictive Econometrics and Big Data, 2018)

Sparse structure selection and estimation. - Fengrong Wei (Commun. Stat. Simul. Comput., 2019)