The Lasso as an \(\ell _{1}\)-ball model selection procedure
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Publication:1952205
DOI10.1214/11-EJS623zbMath1274.62468MaRDI QIDQ1952205
Caroline Meynet, Pascal Massart
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1311600466
Lasso; \(\ell_1\)-balls; \(\ell_1\)-oracle inequalities; generalized linear Gaussian model; model selection by penalization
62J07: Ridge regression; shrinkage estimators (Lasso)
62J12: Generalized linear models (logistic models)
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