On the ``degrees of freedom of the lasso

DOI10.1214/009053607000000127zbMath1126.62061arXiv0712.0881OpenAlexW1995691260MaRDI QIDQ2466686

Robert Tibshirani, Hui Zou, Trevor Hastie

Publication date: 16 January 2008

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

Full work available at URL: https://arxiv.org/abs/0712.0881

zbMATH Keywords

model selection unbiased estimate lasso SURE LARS algorithm

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Optimality conditions and duality in mathematical programming (90C46)

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