Related papers: Rejoinder to "Least angle regression" by Efron et …

Discussion of ``Least angle regression'' by Efron et al. [math.ST/0406456]

Discussion of ``Least angle regression'' by Efron et al. [math.ST/0406456]

Discussion of ``Least angle regression'' by Efron et al. [math.ST/0406456]

Discussion of ``Least angle regression'' by Efron et al. [math.ST/0406456]

Discussion of ``Least angle regression'' by Efron et al. [math.ST/0406456]

Discussion of ``Least angle regression'' by Efron et al. [math.ST/0406456]

Discussion of ``Least angle regression'' by Efron et al. [math.ST/0406456]

Discussion of ``Least angle regression'' by Efron et al. [math.ST/0406456]

Rejoinder: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]

Rejoinder to ``Microarrays, Empirical Bayes and the Two-Groups Model'' [arXiv:0808.0572]

Rejoinder to "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]

Rejoinder to "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet [arXiv:1208.3378].

Rejoinder: Monitoring Networked Applications With Incremental Quantile Estimation [arXiv:0708.0302]

Rejoinder to ``Support Vector Machines with Applications'' [math.ST/0612817]

Rejoinder: Struggles with Survey Weighting and Regression Modeling [arXiv:0710.5005]

Rejoinder to "The Future of Indirect Evidence" [arXiv:1012.1161]

Rejoinder to "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]

Rejoinder: Bayesian Checking of the Second Levels of Hierarchical Models [arXiv:0802.0743]

Rejoinder: Classifier Technology and the Illusion of Progress [math.ST/0606441]

Least Angle Regression is a promising technique for variable selection applications, offering a nice alternative to stepwise regression. It provides an explanation for the similar behavior of LASSO ($\ell_1$-penalized regression) and…