$Smoothing $\ell_1$-penalized estimators for high-dimensional time-course data$

Smoothing $\ell_1$ -penalized estimators for high-dimensional time-course data

11 December 2007

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Papers citing "Smoothing $\ell_1$-penalized estimators for high-dimensional time-course data"

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Title
Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models H. Zou Runze Li 288 1,234 0 07 Aug 2008
Discussion: One-step sparse estimates in nonconcave penalized likelihood models Cun-Hui Zhang 111 61 0 07 Aug 2008
Discussion: One-step sparse estimates in nonconcave penalized likelihood models Peter Buhlmann L. Meier 138 40 0 07 Aug 2008
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 469 869 0 07 Aug 2008
Lasso-type recovery of sparse representations for high-dimensional data N. Meinshausen Bin Yu 475 882 0 01 Jun 2008
High-dimensional generalized linear models and the lasso Sara van de Geer 627 756 0 04 Apr 2008
Sparsity oracle inequalities for the Lasso F. Bunea Alexandre B. Tsybakov M. Wegkamp 557 472 0 23 May 2007
High-dimensional variable selection Larry Wasserman Kathryn Roeder 585 582 0 09 Apr 2007