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Tibshirani, Robert

Regression shrinkage and selection via the Lasso: a retrospective. (English) Zbl 1411.62212

J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 3, 273-282 (2011).

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.

Cited in 116 Documents

MSC:

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

Keywords:

\(l_1\)-penalty; penalization; regularization

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