Degrees of freedom in lasso problems

DOI10.1214/12-AOS1003zbMath1274.62469arXiv1111.0653OpenAlexW3098272239MaRDI QIDQ447864

Ryan J. Tibshirani, Jonathan E. Taylor

Publication date: 29 August 2012

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

Full work available at URL: https://arxiv.org/abs/1111.0653

zbMATH Keywords

Lasso high-dimensional degrees of freedom generalized Lasso

Mathematics Subject Classification ID

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

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PDCO

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