The Frisch–Waugh–Lovell theorem for the lasso and the ridge regression

DOI10.1080/03610926.2016.1252403zbMath1462.62450OpenAlexW2548544908MaRDI QIDQ4595876

Hiroshi Yamada

Publication date: 6 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1252403

zbMATH Keywords

ridge regressionlinear mixed modelLasso regression\(\ell_1\) trend filteringFWL theorempenalized least-squares regression

Mathematics Subject Classification ID

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

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