Computational Statistics & Data Analysis · 2019 · 15 citations · 34 references
BusinessBiostatisticsOptimizationDependence ModelingGeneralized Linear ModelsMultivariate AnalysisCopula EstimationCopula ModelsCopula-based Dependence ModelingHigh-dimensional DependenceLassoLasso RegressionVine Copulas
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High dimensional graphs and variable selection with the Lasso
2006 · 2.7K citations
High-dimensional graphs and variable selection with the Lasso
The Annals of Statistics · 2006 · 2.5K citations · Full text