A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates

DOI10.1111/insr.12469arXiv2012.11470OpenAlexW3197142887MaRDI QIDQ6067162

Laura Freijeiro-González, Wenceslao González Manteiga, Manuel Febrero-Bande

Publication date: 14 December 2023

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.11470

zbMATH Keywords

LASSO\(p>n\)covariates selection\(L_1\) regularisation techniques

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Nonparametric inference (62Gxx)

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