The lasso for high-dimensional regression with a possible change-point

First Author: Shin Y

Attributed to: The Centre for Microdata Methods and Practice funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1920/wp.cem.2014.2614

Publication URI: http://dx.doi.org/10.1920/wp.cem.2014.2614

Type: Working Paper