1902

Peter Bhlmann, Sara van de Geer

Springer

c2011

xvii, 556 p. ill. (some col.) 24 cm

Springer series in statistics

Includes bibliographical references (p. 547-556) and indexes. , Introduction -- Lasso for linear models -- Generalized linear models and the Lasso -- The group Lasso --Additive models and many smooth univariate functions -- Theory for the Lasso -- Variable selection with the Lasso -- Theory for l?b1?s/l?b2?s-penalty procedures -- Non-convex loss functions and l?b1?s-regulation -- Stable solutions -- P-values for linear models and beyond -- Boosting and greedy algorithms -- Graphical modeling -- Probabililty and moment inequalities

Geer, S. A. van de , ,

QA

276

.B84

2011