Least angle regression. (With discussion)

DOI10.1214/009053604000000067MaRDI QIDQ1879940zbMATH OpenOpenAlexWikidataFDO

Authors Iain M. Johnstone, Robert Tibshirani, Bradley Efron, Trevor Hastie

Publication date 15 September 2004

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0406456, https://arxiv.org/abs/math/0406463, https://arxiv.org/abs/math/0406467, https://arxiv.org/abs/math/0406468, https://arxiv.org/abs/math/0406469, https://arxiv.org/abs/math/0406470, https://arxiv.org/abs/math/0406471, https://arxiv.org/abs/math/0406472, https://arxiv.org/abs/math/0406473, https://arxiv.org/abs/math/0406474

zbMATH Keywords

Lassovariable selectionboostingcoefficient paths

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Abstract: Rejoinder to ``Least angle regression by Efron et al. [math.ST/0406456]

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Uses Software

• ElemStatLearn
• AdaBoost.MH
• gbm
• alr3
• UCI

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