A significance test for the lasso
From MaRDI portal
Publication:2249837
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
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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