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On the sensitivity of the Lasso to the number of predictor variables - MaRDI portal

On the sensitivity of the Lasso to the number of predictor variables

From MaRDI portal
Publication:1790389

DOI10.1214/16-STS586zbMath1442.62160arXiv1403.4544MaRDI QIDQ1790389

Jeffrey S. Simonoff, Cheryl J. Flynn, Clifford M. Hurvich

Publication date: 2 October 2018

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.4544





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