Sparsity considerations for dependent variables

Alquier, Pierre, Doukhan, Paul . Electronic Journal of Statistics 2011. 5 :750-774

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  Author = {Alquier, Pierre and Doukhan, Paul},
  Title = {Sparsity considerations for dependent variables},
  Journal = {Electronic Journal of Statistics},
  Volume = {5},
  Year = {2011},
  Pages = {750--774},
  Keywords = {Heterogeneity, Study design, Evidence synthesis, penalization, Regression estimation, Weak dependence, LASSO, Density estimation, Estimation in high dimension, deviation of empirical mean}

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