A Comparison of the Lasso and Marginal Regression
Larry Wasserman and Christopher R. Genovese and Jiashun Jin and Zhigang Yao

@article{13:68,author={Christopher R. Genovese and Jiashun Jin and Larry Wasserman and Zhigang Yao}, Title={A Comparison of the Lasso and  Marginal Regression},journal={Journal of Machine Learning Research},volume={13}, url={http://www.jmlr.org/papers/volume13/genovese12b/genovese12b.pdf}}