Least angle and \(\ell _{1}\) penalized regression: a review
From MaRDI portal
Publication:975564
DOI10.1214/08-SS035zbMath1189.62070arXiv0802.0964MaRDI QIDQ975564
Chris Fraley, Lukas Meier, Nam Hee Choi, T. C. Hesterberg
Publication date: 9 June 2010
Published in: Statistics Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0802.0964
62G08: Nonparametric regression and quantile regression
62J07: Ridge regression; shrinkage estimators (Lasso)
62J99: Linear inference, regression
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