Simultaneous Variable and Covariance Selection with the Multivariate Spike-and-Slab LASSO

Published 2019 View Full Article

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Title
Simultaneous Variable and Covariance Selection with the Multivariate Spike-and-Slab LASSO
Authors
Keywords
-
Journal
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
Volume -, Issue -, Pages 1-36
Publisher
Informa UK Limited
Online
2019-03-21
DOI
10.1080/10618600.2019.1593179

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