most citedFactor models and variable selection in high-dimensional regression analysis

57 citations · 57 across the 1 of their papers we have counts for

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1 paper

math.ST2012★ 57 cited

Factor models and variable selection in high-dimensional regression analysis

Alois Kneip, Pascal Sarda

The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the…