Preconditioning the Lasso for sign consistency
From MaRDI portal
Publication:2346526
DOI10.1214/15-EJS1029zbMath1321.62083OpenAlexW1573037860MaRDI QIDQ2346526
Publication date: 2 June 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1433195857
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Preconditioners for iterative methods (65F08)
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