Regularizing LASSO: A Consistent Variable Selection Method
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Publication:2950200
DOI10.5705/ss.2013.001zbMath1415.62053MaRDI QIDQ2950200
Publication date: 8 October 2015
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/8274c58b8d02828367ceead39c91afc57c116b72
62F12: Asymptotic properties of parametric estimators
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models