Regularization in statistics
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Volume (Year): 15 (2006)
Issue (Month): 2 (September)
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- Michael J. Daniels, 2002. "Bayesian analysis of covariance matrices and dynamic models for longitudinal data," Biometrika, Biometrika Trust, vol. 89(3), pages 553-566, August.
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- Gábor Lugosi & Andrew B. Nobel, 1998. "Adaptive model selection using empirical complexities," Economics Working Papers 323, Department of Economics and Business, Universitat Pompeu Fabra.
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- Dudoit S. & Fridlyand J. & Speed T. P, 2002. "Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 77-87, March.
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- Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
- Wei Biao Wu, 2003. "Nonparametric estimation of large covariance matrices of longitudinal data," Biometrika, Biometrika Trust, vol. 90(4), pages 831-844, December.
- Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February.
- Ross, Stephen A., 1976. "The arbitrage theory of capital asset pricing," Journal of Economic Theory, Elsevier, vol. 13(3), pages 341-360, December.
- Smith M. & Kohn R., 2002. "Parsimonious Covariance Matrix Estimation for Longitudinal Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1141-1153, December.
- Dimitris Politis, 2013. "Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 22(2), pages 183-221, June.
- Politis, Dimitris N, 2010. "Model-free Model-fitting and Predictive Distributions," University of California at San Diego, Economics Working Paper Series qt67j6s174, Department of Economics, UC San Diego.
- Ignacio González & Sébastien Déjean & Pascal G. P. Martin & Alain Baccini, . "CCA: An R Package to Extend Canonical Correlation Analysis," Journal of Statistical Software, American Statistical Association, vol. 23(i12).
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