selection operator (LASSO), this approach sets certain regression coefficients exactly to zero, thus performing variable … selection. However, such a framework, contrary to the LASSO, has never been used in regression models for survival data with …

$\log p_n$. The advantage of this method over banding by Bickel and Levina (2008) or nested LASSO by Levina \emph{et al …

can be easily modified by adding a LASSO penalty term if a sparse representation is desired, or by restricting the … asymptotic properties of the estimation, both with or without LASSO, are established. A measure and an associated statistical … applications in portfolio tracking, which demonstrates the usefulness of combining MQE with LASSO. …