A significance test for the lasso

DOI10.1214/13-AOS1175zbMath1305.62254arXiv1301.7161WikidataQ43093047 ScholiaQ43093047MaRDI QIDQ2249837

Richard A. Lockhart, Ryan J. Tibshirani, Robert Tibshirani, Jonathan E. Taylor

Publication date: 3 July 2014

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

Full work available at URL: https://arxiv.org/abs/1301.7161

zbMATH Keywords

\(p\)-value; lasso; least angle regression; significance test

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

62J12: Generalized linear models (logistic models)

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