Simultaneous Variable and Covariance Selection with the...

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Simultaneous Variable and Covariance Selection with the Multivariate Spike-and-Slab LASSO

Deshpande, Sameer K., Ročková, Veronika, George, Edward I.
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Language:
english
Journal:
Journal of Computational and Graphical Statistics
DOI:
10.1080/10618600.2019.1593179
Date:
March, 2019
File:
PDF, 1009 KB
english, 2019
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