Guilherme V. Rocha's Research

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Research Interests


Publications


Refereed publications


A multivariate conditional autoregressive range model
Marcelo Fernandes, Bernardo Mota and Guilherme Rocha, 2005
Economic Letters 86(3), pages 435-440


Submitted publications / Technical Reports


Grouped and Hierarchical Model Selection through Composite Absolute Penalties
Peng Zhao, Guilherme Rocha and Bin Yu, 2005
Technical Report #703, Department of Statistics, UC Berkeley
Submitted to the Annals of Statistics


Discussion Papers


A Tale of three cousins: LASSO, L2 Boosting and Dantzig
Nicolai Meinshausen, Guilherme Rocha and Bin Yu, 2007
Forthcoming, Annals of Statistics


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