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Volumn 45, Issue 2, 2003, Pages 217-228

Prediction error property of the lasso estimator and its generalization

Author keywords

Admissibility; Generalized lasso estimator; Lasso shrinkable condition; Least squares estimator

Indexed keywords


EID: 0038583952     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-842X.00277     Document Type: Article
Times cited : (6)

References (9)
  • 1
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    • (1995) Technometrics , vol.37 , pp. 373-384
    • Breiman, L.1
  • 2
    • 0032361278 scopus 로고    scopus 로고
    • Penalized regression: The Bridge versus the Lasso
    • FU, W.J. (1998). Penalized regression: the Bridge versus the Lasso. J. Comput. Graph. Statist. 7, 397-416.
    • (1998) J. Comput. Graph. Statist. , vol.7 , pp. 397-416
    • Fu, W.J.1
  • 4
    • 84942484786 scopus 로고
    • Ridge regression: Biased estimation for non-orthogonal problems
    • HOERL, A.E. & KENNARD, R.W. (1970). Ridge regression: biased estimation for non-orthogonal problems. Technometrics 12, 55-67.
    • (1970) Technometrics , vol.12 , pp. 55-67
    • Hoerl, A.E.1    Kennard, R.W.2
  • 6
    • 0034215549 scopus 로고    scopus 로고
    • A new approach to variable selection in least squares problems
    • OSBORNE, M.R., PRESNELL, B. & TURLACH, B.A. (2000b). A new approach to variable selection in least squares problems. IMA J. Numer. Anal. 20, 389-403.
    • (2000) IMA J. Numer. Anal. , vol.20 , pp. 389-403
    • Osborne, M.R.1    Presnell, B.2    Turlach, B.A.3
  • 7
    • 33847674606 scopus 로고    scopus 로고
    • Sparse kernel regressors
    • eds G. Dorfner, H. Bischof & K. Hornik, Berlin: Springer
    • ROTH, V. (2001). Sparse kernel regressors. In Artificial Neural Networks - ICANN 2001, eds G. Dorfner, H. Bischof & K. Hornik, pp. 339-346. Berlin: Springer.
    • (2001) Artificial Neural Networks - ICANN 2001 , pp. 339-346
    • Roth, V.1
  • 8
    • 0002930527 scopus 로고
    • Generalization of mean square error applied to ridge regression
    • THEOBALD, C.M. (1974). Generalization of mean square error applied to ridge regression. J. Roy. Statist. Soc. Ser. B 36, 103-105.
    • (1974) J. Roy. Statist. Soc. Ser. B , vol.36 , pp. 103-105
    • Theobald, C.M.1
  • 9
    • 85194972808 scopus 로고    scopus 로고
    • Regression shrinkage and selection via the Lasso
    • TIBSHIRANI, R. (1996). Regression shrinkage and selection via the Lasso. J. Roy. Statist. Soc. Ser. B 58, 267-288.
    • (1996) J. Roy. Statist. Soc. Ser. B , vol.58 , pp. 267-288
    • Tibshirani, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.