References

  • Burnham, K. P. and Anderson, D. R. (2002), Model Selection and Multimodel Inference, 2nd Edition, New York: Springer-Verlag.

  • Efron, B., Hastie, T. J., Johnstone, I. M., and Tibshirani, R. (2004), “Least Angle Regression (with Discussion),” Annals of Statistics, 32, 407–499.

  • Lawless, J. F. and Singhal, K. (1978), “Efficient Screening of Nonnormal Regression Models,” Biometrics, 34, 318–327.

  • Osborne, M. R., Presnell, B., and Turlach, B. A. (2000), “A New Approach to Variable Selection in Least Squares Problems,” IMA Journal of Numerical Analysis, 20, 389–404.

  • Searle, S. R. (1971), Linear Models, New York: John Wiley & Sons.

  • Tibshirani, R. (1996), “Regression Shrinkage and Selection via the Lasso,” Journal of the Royal Statistical Society, Series B, 58, 267–288.

  • Zou, H. (2006), “The Adaptive Lasso and Its Oracle Properties,” Journal of the American Statistical Association, 101, 1418–1429.