The Lasso as an \(\ell _{1}\)-ball model selection procedure
type: Item
instance of: scholarly article
title: The Lasso as an \(\ell _{1}\)-ball model selection procedure
zbMATH Open document ID: 1274.62468
DOI: 10.1214/11-EJS623
author: Pascal Massart
author: Caroline Meynet
published in: Electronic Journal of Statistics
publication date: 2013-05-28T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1311600466
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62J12
zbMATH DE Number: 6166839
zbMATH Keywords: Lasso
zbMATH Keywords: \(\ell_1\)-oracle inequalities
zbMATH Keywords: model selection by penalization
zbMATH Keywords: \(\ell_1\)-balls
zbMATH Keywords: generalized linear Gaussian model
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6166839