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A multivariate conditional autoregressive range model Marcelo Fernandes, Bernardo Mota and Guilherme Rocha, 2005 Economic Letters 86(3), pages 435-440 |
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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 |
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A Tale of three cousins: LASSO, L2 Boosting and Dantzig Nicolai Meinshausen, Guilherme Rocha and Bin Yu, 2007 Forthcoming, Annals of Statistics |