Least angle and \(\ell _{1}\) penalized regression: a review (Q975564): Difference between revisions

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+Robust Linear Model Selection Based on Least Angle Regression
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+Smoothing \(\ell_1\)-penalized estimators for high-dimensional time-course data
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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+Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
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