The lasso for high dimensional regression with a possible change point

Sokbae (Simon) Lee, Myung Hwan Seo and Youngki Shin

Journal of the Royal Statistical Society Series B, 2016, vol. 78, issue 1, 193-210

Date: 2016
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Citations: View citations in EconPapers (24)

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Working Paper: The lasso for high-dimensional regression with a possible change-point (2014)
Working Paper: The lasso for high-dimensional regression with a possible change-point (2014)
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