Mougeot, M.; Picard, D.; Tribouley, K. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 743-757
A selection procedure with no optimization step called LOLA, for Learning Out of Leaders with Adaptation is proposed. LOLA is an auto-driven algorithm with two thresholding steps. The consistency of the LOL procedure (the non adaptive version of LOLA) is proved under sparsity conditions and...