A study on tuning parameter selection for the high-dimensional lasso
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Cites work
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Cited in
(9)- Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
- Time series graphical Lasso and sparse VAR estimation
- Tuning Parameter Selection in the LASSO with Unspecified Propensity
- Consistent tuning parameter selection in high dimensional sparse linear regression
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- Tuning parameter selection for penalized estimation via R^2
- On cross-validated Lasso in high dimensions
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
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