"Preconditioning" for feature selection and regression in high-dimensional problems

Annals of Statistics

Volumn 36, Issue 4, 2008, Pages 1595-1618

  Paul, Debashis ^a   Bair, Eric ^b   Hastie, Trevor ^b   Tibshirani, Robert ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Lasso; Model selection; Prediction error

Indexed keywords

EID: 51049112528     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053607000000578     Document Type: Article

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