Prediction Error Property of the Lasso Estimator and its Generalization

DOI10.1111/1467-842X.00277zbMath1064.62063OpenAlexW2038026274MaRDI QIDQ4665380

Fuchun Huang

Publication date: 11 April 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/10.1111/1467-842x.00277

zbMATH Keywords

least squares estimatorgeneralized lasso estimatorlasso-shrinkable condition

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

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