The linear Lasso: A location model approach

DOI10.1002/CJS.11691zbMath1492.62114arXiv2009.10289OpenAlexW4214635576MaRDI QIDQ5094307

Mylène Bédard, Donald A. S. Fraser

Publication date: 2 August 2022

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.10289

zbMATH Keywords

correlationleast squaresregressioninferencevariable selectiondirected Lasso

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Diagnostics, and linear inference and regression (62J20)

Related Items (1)

D. A. S. Fraser: From structural inference to asymptotics

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