1. Localizing Multivariate CAViaR. (2019). Härdle, Wolfgang ; Xu, Xiu ; Hardle, Wolfgang Karl ; Klochkov, Yegor.
   In: IRTG 1792 Discussion Papers.
   RePEc:zbw:irtgdp:2019007.

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1. : 138–160. Fama, E. F. and Bliss, R. R. (1987). The Information in Long-Maturity Forward Rates, American Economic Review 77: 680-692. Fan, J. and Li, R. (2001). Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties, Journal of the American Statistical Association 96: 1348–1360. Fan, J. and Peng, H. (2004). Nonconcave Penalized Likelihood with a Diverging Number of Parameters, The Annals of Statistics 32: 928–961. Friedman, J., Hastie, T. and Tibshirani, R. (2010). Regularization Paths for Generalized Linear Models via Coordinate Descent, Journal of Statistical Software 33:

2. " Learning from Errors: The case of monetary and fiscal policy regimes" by Andreas Tryphonides, June 2018.

3. "A Monetary Model of Blockchain" by Anna Almosova, February 2018.

4. "A Note on Cryptocurrencies and Currency Competition" by Anna Almosova, January 2018.

5. "A Regime Shift Model with Nonparametric Switching Mechanism" by Haiqiang Chen, Yingxing Li, Ming Lin and Yanli Zhu, May 2018.

6. "Adaptive Nonparametric Clustering" by Kirill Efimov, Larisa Adamyan, Vladimir Spokoiny, May 2018.

7. "Bayesian inference for spectral projectors of covariance matrix" by Igor Silin, Vladimir Spokoiny, June 2018.

8. "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance" by Tony Klein, Hien Pham Thu, Thomas Walther, March 2018.

9. "Bootstrap Confidence Sets For Spectral Projectors Of Sample Covariance" by A. Naumov, V. Spokoiny, V. Ulyanov, June 2018.

10. "Construction of Non-asymptotic Confidence Sets in 2-Wasserstein Space" by Johannes Ebert, Vladimir Spokoiny, Alexandra Suvorikova, June 2018.

11. "Correlation Under Stress In Normal Variance Mixture Models" by Michael Kalkbrener and Natalie Packham, August 2018.

12. "Default probabilities and default correlations under stress" by Natalie Packham, Michael Kalkbrener and Ludger Overbeck, August 2018.

13. "Deregulated day-ahead electricity markets in Southeast Europe: Price forecasting and comparative structural analysis" by Antanina Hryshchuk, Stefan Lessmann, February 2018.

14. "Gaussian Process Forecast with multidimensional distributional entries" by Francois Bachoc, Alexandra Suvorikova, Jean-Michel Loubes, Vladimir Spokoiny, June 2018.

15. "Improving Crime Count Forecasts Using Twitter and Taxi Data" by Lara Vomfell, Wolfgang Karl Härdle, Stefan Lessmann, February 2018.

16. "Instrumental variables regression" by Andzhey Koziuk, Vladimir Spokoiny, June 2018.

17. "Knowing me, knowing you: inventor mobility and the formation of technology-oriented alliances" by Stefan Wagner and Martin C. Goossen, February 2018.

18. "Large ball probabilities, Gaussian comparison and anti-concentration" by Friedrich Götze, Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov, June 2018.

19. "LASSO-Driven Inference in Time and Space" by Victor Chernozhukov, Wolfgang K. Härdle, Chen Huang, Weining Wang, June 2018.

20. "Lasso, knockoff and Gaussian covariates: a comparison" by Laurie Davies, May 2018. IRTG 1792, Spandauer Straße 1, D-10178 Berlin http://irtg1792.hu-berlin.de This research was supported by the Deutsche Forschungsgemeinschaft through the IRTG 1792. SFB 649, Spandauer Straße 1, D-10178 Berlin http://sfb649.wiwi.hu-berlin.de This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economic Risk". IRTG 1792, Spandauer Straße 1, D-10178 Berlin http://irtg1792.hu-berlin.de This research was supported by the Deutsche Forschungsgemeinschaft through the IRTG 1792. IRTG 1792 Discussion Paper Series 2018 For a complete list of Discussion Papers published, please visit irtg1792.hu-berlin.de.

21. "Model risk of contingent claims" by Nils Detering and Natalie Packham, August 2018.

22. "Nonparametric Variable Selection and Its Application to Additive Models" by Zheng-Hui Feng, Lu Lin, Ruo-Qing Zhu asnd Li-Xing Zhu, January 2018.

23. "Penalized Adaptive Forecasting with Large Information Sets and Structural Changes" by Lenka Zbonakova, Xinjue Li and Wolfgang Karl Härdle, August 2018. SFB 649, Spandauer Straße 1, D-10178 Berlin http://sfb649.wiwi.hu-berlin.de This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economic Risk". IRTG 1792, Spandauer Straße 1, D-10178 Berlin http://irtg1792.hu-berlin.de This research was supported by the Deutsche Forschungsgemeinschaft through the IRTG 1792. IRTG 1792, Spandauer Straße 1, D-10178 Berlin http://irtg1792.hu-berlin.de This research was supported by the Deutsche Forschungsgemeinschaft through the IRTG 1792.
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24. "Price Discovery on Bitcoin Markets" by Paolo Pagnottoni, Dirk G. Baur, Thomas Dimpfl, March 2018.

25. "Regularization Approach for NetworkModeling of German EnergyMarket" by Shi Chen, Wolfgang Karl Härdle, Brenda López Cabrera, May 2018.
    Paper not yet in RePEc: Add citation now
    

26. "Systemic Risk in Global Volatility Spillover Networks: Evidence from Option-implied Volatility Indices " by Zihui Yang and Yinggang Zhou, January 2018.

27. "Targeting customers for profit: An ensemble learning framework to support marketing decision making" by Stefan Lessmann, Kristof Coussement, Koen W. De Bock, Johannes Haupt, February 2018.

28. "Testing for bubbles in cryptocurrencies with time-varying volatility" by Christian M. Hafner, January 2018.

29. "Textual Sentiment, Option Characteristics, and Stock Return Predictability" by Cathy Yi-Hsuan Chen, Matthias R. Fengler, Wolfgang Karl Härdle, Yanchu Liu, June 2018.

30. "Time-varying Limit Order Book Networks" by Wolfgang Karl Härdle, Shi Chen, Chong Liang, Melanie Schienle, April 2018.

31. "Toolbox: Gaussian comparison on Eucledian balls" by Andzhey Koziuk, Vladimir Spokoiny, June 2018.

32. "Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective" by Li Guo, Yubo Tao and Wolfgang Karl Härdle, July 2018.

1. Insights from a methylome-wide association study of antidepressant exposure. (2025). McCartney, D L ; Marioni, R E ; C. C. Y. Wong, ; Ollikainen, M ; Borges, K ; B. W. J. H. Penninx, ; Yousefi, P ; Redmond, P ; Adams, M J ; Aberg, K A ; A. S. F. Kwong, ; Kaprio, J ; Huider, F ; E. J. C. G. Oord, ; Binder, E B ; Zhu, T ; Shen, X ; Russ, T C ; Czamara, D ; Vlzke, H ; Davyson, E ; Tapuc, A ; Grabe, H J ; Cox, S R ; Arseneault, L ; Kircher, T ; Weihs, A ; Mill, J ; Brckl, T ; Dannlowski, U ; Boomsma, D I ; Fisher, H L ; Meinert, S ; Forstner, A J ; Dongen, J ; McIntosh, A M ; Teumer, A ; Stein, F ; Barker, L F ; Wray, N R ; Khn, L ; David, F S.
   In: Nature Communications.
   RePEc:nat:natcom:v:16:y:2025:i:1:d:10.1038_s41467-024-55356-x.

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2. Machine Learning in International Trade Research ?- Evaluating the Impact of Trade Agreements. (2021). Zylkin, Thomas ; Santos Silva, João ; ruta, michele ; Breinlich, Holger ; Corradi, Valentina ; Rocha, Nadia.
   In: School of Economics Discussion Papers.
   RePEc:sur:surrec:0521.

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3. Design and Evaluation of Personalized Free Trials. (2020). Yoganarasimhan, Hema ; Barzegary, Ebrahim ; Pani, Abhishek.
   In: Papers.
   RePEc:arx:papers:2006.13420.

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4. Personalized prediction of adverse heart and kidney events using baseline and longitudinal data from SPRINT and ACCORD. (2019). Shamir, Ron ; Dinstag, Gal ; Ashley, Euan ; Ingelsson, Erik ; Amar, David.
   In: PLOS ONE.
   RePEc:plo:pone00:0219728.

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5. Constrained Risk Budgeting Portfolios: Theory, Algorithms, Applications & Puzzles. (2019). Roncalli, Thierry ; Richard, Jean-Charles.
   In: Papers.
   RePEc:arx:papers:1902.05710.

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6. Classification of Large-Scale Remote Sensing Images for Automatic Identification of Health Hazards. (2017). Wolters, Mark A ; Dean, C B.
   In: Statistics in Biosciences.
   RePEc:spr:stabio:v:9:y:2017:i:2:d:10.1007_s12561-016-9185-5.

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7. FFTrees: A toolbox to create, visualize, and evaluate fast-and-frugal decision trees. (2017). Gaissmaier, Wolfgang ; Phillips, Nathaniel D ; Woike, Jan K ; Neth, Hansjrg.
   In: Judgment and Decision Making.
   RePEc:jdm:journl:v:12:y:2017:i:4:p:344-368.

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8. Global, Parameterwise and Joint Shrinkage Factor Estimation. (2016). Sauerbrei, Willi ; Heinze, Georg ; Dunkler, Daniela.
   In: Journal of Statistical Software.
   RePEc:jss:jstsof:v:069:i08.

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9. Testing the lag structure of assets’ realized volatility dynamics. (2015). Camponovo, Lorenzo ; Audrino, Francesco ; Roth, Constantin .
   In: Economics Working Paper Series.
   RePEc:usg:econwp:2015:01.

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10. Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim.
    In: Econometrics.
    RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534.

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11. Fast and adaptive sparse precision matrix estimation in high dimensions. (2015). Luo, XI ; Liu, Weidong.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:135:y:2015:i:c:p:153-162.

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12. CRM in social media: Predicting increases in Facebook usage frequency. (2015). Van den Poel, Dirk ; Ballings, Michel.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:244:y:2015:i:1:p:248-260.

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13. Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models. (2015). Kock, Anders ; Callot, Laurent ; Caner, Mehmet ; Riquelme, Juan Andres.
    In: CREATES Research Papers.
    RePEc:aah:create:2015-10.

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14. High-dimensional variable screening and bias in subsequent inference, with an empirical comparison. (2014). Buhlmann, Peter ; Mandozzi, Jacopo .
    In: Computational Statistics.
    RePEc:spr:compst:v:29:y:2014:i:3:p:407-430.

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15. Bayesian variable selection for correlated covariates via colored cliques. (2014). Monni, Stefano .
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:98:y:2014:i:2:p:143-163.

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16. Forecasting the U.S. Real House Price Index. (2014). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: Working Paper series.
    RePEc:rim:rimwps:30_14.

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17. Forecasting the U.S. Real House Price Index. (2014). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: Working Papers.
    RePEc:pre:wpaper:201418.

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18. Regularized Extended Skew-Normal Regression. (2014). Shutes, Karl ; Adcock, Chris.
    In: MPRA Paper.
    RePEc:pra:mprapa:58445.

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19. Analyzing Genome-Wide Association Studies with an FDR Controlling Modification of the Bayesian Information Criterion. (2014). Frommlet, Florian ; Bodenstorfer, Bernhard ; Dolejsi, Erich.
    In: PLOS ONE.
    RePEc:plo:pone00:0103322.

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20. A Robust Classifier to Distinguish Noise from fMRI Independent Components. (2014). Supekar, Kaustubh ; Bustillo, Juan ; Calhoun, Vince ; Turner, Jessica A ; Rubin, Daniel L ; Sochat, Vanessa.
    In: PLOS ONE.
    RePEc:plo:pone00:0095493.

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21. Forecasting the U.S. Real House Price Index. (2014). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-473.

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22. Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models. (2014). Chen, Weiye ; Li, Jiahan.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:4:p:996-1015.

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23. Spatial modeling of agricultural land use change at global scale. (2014). Meiyappan, Prasanth ; Dalton, Michael ; Oneill, Brian C ; Jain, Atul K.
    In: Ecological Modelling.
    RePEc:eee:ecomod:v:291:y:2014:i:c:p:152-174.

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24. Group subset selection for linear regression. (2014). Guo, YI ; Berman, Mark ; Gao, Junbin.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:75:y:2014:i:c:p:39-52.

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25. Sparse group lasso and high dimensional multinomial classification. (2014). Hansen, Niels Richard ; Vincent, Martin.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:71:y:2014:i:c:p:771-786.

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26. Estimator selection and combination in scalar-on-function regression. (2014). Goldsmith, Jeff ; Scheipl, Fabian.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:70:y:2014:i:c:p:362-372.

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27. Stabilizing the lasso against cross-validation variability. (2014). Roberts, S. ; Nowak, G..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:70:y:2014:i:c:p:198-211.

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28. Revisiting fitting monotone polynomials to data. (2013). Muller, Samuel ; Murray, Kevin ; Turlach, Berwin.
    In: Computational Statistics.
    RePEc:spr:compst:v:28:y:2013:i:5:p:1989-2005.

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29. Ridge estimation for multinomial logit models with symmetric side constraints. (2013). Tutz, Gerhard ; Zahid, Faisal .
    In: Computational Statistics.
    RePEc:spr:compst:v:28:y:2013:i:3:p:1017-1034.

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30. Model selection via standard error adjusted adaptive lasso. (2013). Yang, Yuhong ; Qian, Wei.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:65:y:2013:i:2:p:295-318.

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31. Multinomial logit models with implicit variable selection. (2013). Tutz, Gerhard ; Zahid, Faisal .
    In: Advances in Data Analysis and Classification.
    RePEc:spr:advdac:v:7:y:2013:i:4:p:393-416.

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32. Regularized Skew-Normal Regression. (2013). Shutes, Karl ; Adcock, Chris.
    In: MPRA Paper.
    RePEc:pra:mprapa:52217.

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33. A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios. (2013). Roncalli, Thierry ; Griveau-Billion, Théophile ; Richard, Jean-Charles.
    In: MPRA Paper.
    RePEc:pra:mprapa:49822.

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34. Identifying Cancer Specific Functionally Relevant miRNAs from Gene Expression and miRNA-to-Gene Networks Using Regularized Regression. (2013). Mezlini, Aziz M ; Wang, BO ; Deshwar, Amit ; Morris, Quaid ; Goldenberg, Anna.
    In: PLOS ONE.
    RePEc:plo:pone00:0073168.

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35. Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry. (2013). Prastyo, Dedy ; Härdle, Wolfgang ; Hardle, Wolfgang Karl.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2013-037.

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36. Price jump prediction in a limit order book. (2013). Zheng, Ban ; Abergel, Frederic ; Moulines, Eric.
    In: Post-Print.
    RePEc:hal:journl:hal-00684716.

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37. Complete subset regressions. (2013). Elliott, Graham ; Gargano, Antonio ; Timmermann, Allan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:357-373.

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38. Two algorithms for fitting constrained marginal models. (2013). Evans, R. J. ; Forcina, A..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:66:y:2013:i:c:p:1-7.

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39. Stable graphical model estimation with Random Forests for discrete, continuous, and mixed variables. (2013). Buhlmann, Peter ; von Rhein, Michael ; Ryffel, Martin ; Reinhardt, Jan D. ; Fellinghauer, Bernd .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:64:y:2013:i:c:p:132-152.

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40. Robust variable selection through MAVE. (2013). Yao, Weixin ; Wang, Qin.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:63:y:2013:i:c:p:42-49.

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41. An extended variable inclusion and shrinkage algorithm for correlated variables. (2013). Ouhourane, Mohamed ; Mkhadri, Abdallah.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:57:y:2013:i:1:p:631-644.

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42. Interpretable dimension reduction for classifying functional data. (2013). Tian, Tian Siva ; James, Gareth M..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:57:y:2013:i:1:p:282-296.

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43. A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios. (2013). Roncalli, Thierry ; Griveau-Billion, Théophile ; Richard, Jean-Charles.
    In: Papers.
    RePEc:arx:papers:1311.4057.

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44. Diffusion Indexes with Sparse Loadings. (2013). Kristensen, Johannes.
    In: CREATES Research Papers.
    RePEc:aah:create:2013-22.

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45. Lassoing the Determinants of Retirement. (2013). Kristensen, Johannes ; Kock, Anders ; Kallestrup-Lamb, Malene.
    In: CREATES Research Papers.
    RePEc:aah:create:2013-21.

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46. Lassoing the HAR model: A Model Selection Perspective on Realized Volatility Dynamics. (2012). Audrino, Francesco ; Knaus, Simon .
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2012:24.

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47. Absolute penalty and shrinkage estimation in partially linear models. (2012). Raheem, S. M. Enayetur, ; Doksum, Kjell A. ; Ahmed, Ejaz S..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:4:p:874-891.

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48. Group coordinate descent algorithms for nonconvex penalized regression. (2012). Zhu, Hongxiao ; Wei, Fengrong.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:2:p:316-326.

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49. Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data. (2012). He, Xin ; Wu, Tongtong.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:1:p:25-33.

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50. Sparse and Robust Factor Modelling. (2011). Exterkate, Peter ; Croux, Christophe.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110122.

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