{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,23]],"date-time":"2026-09-23T04:30:21Z","timestamp":1790137821117,"version":"4.0.1"},"reference-count":27,"publisher":"Oxford University Press (OUP)","issue":"2","license":[{"start":{"date-parts":[[2020,2,11]],"date-time":"2020-02-11T00:00:00Z","timestamp":1581379200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"funder":[{"name":"Scientific Research Starting Foundation"},{"DOI":"10.13039\/100010791","name":"University of International Business and Economics","doi-asserted-by":"publisher","id":[{"id":"10.13039\/100010791","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100008982","name":"National Science Foundation","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100008982","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2020,6,1]]},"abstract":"<jats:title>Summary<\/jats:title>\n               <jats:p>The properties of penalized sample covariance matrices depend on the choice of the penalty function. In this paper, we introduce a class of nonsmooth penalty functions for the sample covariance matrix and demonstrate how their use results in a grouping of the estimated eigenvalues. We refer to the proposed method as lassoing eigenvalues, or the elasso.<\/jats:p>","DOI":"10.1093\/biomet\/asz076","type":"journal-article","created":{"date-parts":[[2019,11,26]],"date-time":"2019-11-26T20:12:15Z","timestamp":1574799135000},"page":"397-414","source":"Crossref","is-referenced-by-count":7,"title":["Lassoing eigenvalues"],"prefix":"10.1093","volume":"107","author":[{"given":"David E","family":"Tyler","sequence":"first","affiliation":[{"name":"Department of Statistics, Rutgers University, 110 Frelinghuysen Road, Piscataway, New Jersey 08854, U.S.A"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Mengxi","family":"Yi","sequence":"additional","affiliation":[{"name":"School of Statistics, University of International Business and Economics, No. 10, Huixin Dongjie Beijing 100029, China"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2020,2,11]]},"reference":[{"key":"2020071623231803300_B1","doi-asserted-by":"crossref","first-page":"1153","DOI":"10.1214\/aoms\/1177699989","article-title":"An asymptotic expansion for the distribution of the latent roots of the estimated covariance matrix","volume":"36","author":"Anderson,","year":"1965","journal-title":"Ann. 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