A permutation approach for selecting the penalty parameter in penalized model selection (Q2809556): Difference between revisions

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+.2007
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+Square-root lasso: pivotal recovery of sparse signals via conic programming
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+How Correlations Influence Lasso Prediction
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+A significance test for the lasso
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+A study of error variance estimation in Lasso regression
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+Linear Model Selection by Cross-Validation
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+Scaled sparse linear regression
@@ Property / cites work: Scaled sparse linear regression / rank @@
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+Q4864293
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+Q2896196
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