Square-Root LASSO for High-Dimensional Sparse Linear Systems with Weakly Dependent Errors

Lasso for sparse linear regression with exponentiallyβ-mixing errors

(2017) Fang Xie et al.   STATISTICS & PROBABILITY LETTERS

Performance bounds for parameter estimates of high-dimensional linear models with correlated errors

(2016) Wei-Biao Wu et al.   Electronic Journal of Statistics

Regularized estimation in sparse high-dimensional time series models

(2015) Sumanta Basu et al.   ANNALS OF STATISTICS

Correlated variables in regression: Clustering and sparse estimation

(2013) Peter Bühlmann et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Scaled sparse linear regression

(2012) T. Sun et al.   BIOMETRIKA

Square-root lasso: pivotal recovery of sparse signals via conic programming

(2011) A. Belloni et al.   BIOMETRIKA

Autoregressive process modeling via the Lasso procedure

(2010) Y. Nardi et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Simultaneous analysis of Lasso and Dantzig selector

(2009) Peter J. Bickel et al.   ANNALS OF STATISTICS

Lasso-type recovery of sparse representations for high-dimensional data

(2009) Nicolai Meinshausen et al.   ANNALS OF STATISTICS

Forecasting economic time series using targeted predictors

(2008) Jushan Bai et al.   JOURNAL OF ECONOMETRICS