High-dimensional variable selection

Annals of Statistics

Volumn 37, Issue 5 A, 2009, Pages 2178-2201

  Wasserman, Larry ^a   Roeder, Kathryn ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Lasso; Sparsity; Stepwise regression

Indexed keywords

EID: 69049091975     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOS646     Document Type: Article

References (21)

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