The Lasso problem and uniqueness

DOI10.1214/13-EJS815zbMath1337.62173arXiv1206.0313MaRDI QIDQ1951165

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.0313

zbMATH Keywords

uniqueness; Lasso; high-dimensional; LARS

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

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