Cited in
(8)- Penalised robust estimators for sparse and high-dimensional linear models
- Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
- Bayesian variable selection and coefficient estimation in heteroscedastic linear regression model
- Performances of some high dimensional regression methods
- ebreg
- enetLTS
- perryExamples
- Empirical priors for prediction in sparse high-dimensional linear regression
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