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The lasso for high dimensional regression with a possible change point. (2016)

First Author: Lee S
Attributed to:  Centre for the Microeconomic Analysis of Public Policy (CPP) funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/rssb.12108

PubMed Identifier: 27656104

Publication URI: http://europepmc.org/abstract/MED/27656104

Type: Journal Article/Review

Volume: 78

Parent Publication: Journal of the Royal Statistical Society. Series B, Statistical methodology

Issue: 1

ISSN: 1369-7412