Corrected proof of the result of 'A prediction error property of the Lasso estimator and its generalization' by Huang (2003)

DOI10.1111/j.1467-842X.2004.00347.xzbMath1074.62038OpenAlexW2157280521MaRDI QIDQ4651136

Ji Zhu, Saharon Rosset

Publication date: 21 February 2005

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2004.00347.x

zbMATH Keywords

prediction errorleast squares estimatorpiecewise linear

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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