Rejoinder: ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons

DOI10.1214/20-STS733REJMaRDI QIDQ2225320

Robert Tibshirani, Ryan J. Tibshirani, Trevor Hastie

Publication date: 8 February 2021

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

Full work available at URL: https://projecteuclid.org/euclid.ss/1605603637

Mathematics Subject Classification ID

Statistics (62-XX)

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Uses Software

• L0Learn

Cites Work

• SparseNet: Coordinate Descent With Nonconvex Penalties
• Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms
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