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.xzbMath1074.62038MaRDI 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)

zbMATH Keywords

prediction error; least squares estimator; piecewise linear

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models