A Survey of L1 Regression

DOI10.1111/insr.12023zbMath1416.62400OpenAlexW590635534WikidataQ62038439 ScholiaQ62038439MaRDI QIDQ4968571

Concha Bielza, Pedro Larrañaga, Diego Vidaurre

Publication date: 16 July 2019

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/insr.12023

zbMATH Keywords

regularizationsparsityLasso\(L_1\)-regularized regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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