How Correlations Influence Lasso Prediction

DOI10.1109/TIT.2012.2227680zbMath1364.62186arXiv1204.1605OpenAlexW1976734415MaRDI QIDQ2989385

Johannes Lederer, Mohamed Hebiri

Publication date: 8 June 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.1605

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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