A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates (Q6067162)

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

scientific article; zbMATH DE number 7777981

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English	A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates	scientific article; zbMATH DE number 7777981

Statements

instance of

scholarly article

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title

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

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author

Laura Freijeiro-González

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Manuel Febrero-Bande

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Wenceslao González-Manteiga

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published in

International Statistical Review

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publication date

14 December 2023

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full work available at URL

https://arxiv.org/abs/2012.11470

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zbMATH Keywords

covariates selection

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$p>n$

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$L_1$ regularisation techniques

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LASSO

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MaRDI profile type

MaRDI publication profile

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cites work

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copyright license

Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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Identifiers

Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6067162