Regression Shrinkage and Selection via The Lasso: A Retrospective

20113,611 citationsJournal Article

Authors

Abstract

Summary In the paper I give a brief review of the basic idea and some history and then discuss some developments since the original paper on regression shrinkage and selection via the lasso.

Topics & Keywords

Statistical Methods and Inference Control Systems and Identification Advanced Statistical Methods and Models

Publication Details

Published in: Journal of the Royal Statistical Society Series B (Statistical Methodology)

Volume 73, Issue 3, pp. 273-282

DOI: 10.1111/j.1467-9868.2011.00771.x

Field-Weighted Citation Impact: 179.40

Command Palette

Regression Shrinkage and Selection via The Lasso: A Retrospective

Authors

Abstract

Topics & Keywords

Publication Details