On the accuracy of alternative approaches for calibrating bank stress test models

Regression Shrinkage and Selection Via the Lasso

Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations

Business, Biostatistics, Computer Science +17

The Elements of Statistical Learning: Data Mining, Inference, and Prediction

Zigang Lu · Journal of the Royal Statistical Society Series A (Statistics in Society) · 2010 · 12.8K citations

Computing, Computer Science, Data Science +12

Introduction to Statistical Time Series

James T. McClave, Wayne A. Fuller · Technometrics · 1978 · 4.3K citations

Natural Sciences, Mathematics, Probability Theory +11

Introduction to Statistical Time Series.

Chris Chatfield, W. A. Fuller · Journal of the Royal Statistical Society Series A (General) · 1977 · 2.3K citations

Natural Sciences, Mathematics, Probability Theory +11

On the “degrees of freedom” of the lasso

Hui Zou, Trevor Hastie, Robert Tibshirani · The Annals of Statistics · 2007 · 968 citations · Full text

Business, Biostatistics, Optimization +14