A significance test for the lasso

DOI10.1214/13-AOS1175zbMath1305.62254arXiv1301.7161OpenAlexW2172185584WikidataQ43093047 ScholiaQ43093047MaRDI QIDQ2249837

Richard A. Lockhart, Ryan J. Tibshirani, Robert Tibshirani, Jonathan E. Taylor

Publication date: 3 July 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.7161

zbMATH Keywords

\(p\)-value lasso least angle regression significance test

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12)

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