On the ``degrees of freedom'' of the lasso (Q2466686)
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scientific article; zbMATH DE number 5227204
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the ``degrees of freedom'' of the lasso |
scientific article; zbMATH DE number 5227204 |
Statements
On the ``degrees of freedom'' of the lasso (English)
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16 January 2008
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LARS algorithm
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lasso
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model selection
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SURE
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unbiased estimate
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0.8916631937026978
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0.8714287281036377
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0.8453593254089355
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0.8311871886253357
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