Macroeconomic forecasting using penalized regression methods

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

Regularization Paths for Generalized Linear Models via Coordinate Descent

Jerome H. Friedman, Trevor Hastie, Robert Tibshirani · Journal of Statistical Software · 2010 · 17.1K citations · Full text

Natural Sciences, Computer Science, Mathematics +17

Regularization Paths for Generalized Linear Models via Coordinate Descent.

Jerome H. Friedman, Trevor Hastie, Rob Tibshirani · PubMed · 2010 · 14K citations · Full text

Natural Sciences, Computer Science, Mathematics +17

The Adaptive Lasso and Its Oracle Properties

Hui Zou · Journal of the American Statistical Association · 2006 · 7.6K citations

Business, Mathematics, Machine Learning +10

Sparse Principal Component Analysis

Hui Zou, Trevor Hastie, Robert Tibshirani · Journal of Computational and Graphical Statistics · 2006 · 3.2K citations

Life Sciences, Bioinformatics, Biostatistics +17