A significance test for the lasso

Annals of Statistics

Volumn 42, Issue 2, 2014, Pages 413-468

  Lockhart, Richard ^a   Taylor, Jonathan ^b   Tibshirani, Ryan J ^c   Tibshirani, Robert ^b  

^a SIMON FRASER UNIVERSITY   (Canada)

^b STANFORD UNIVERSITY   (United States)

^c CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Lasso; Least angle regression; P value; Significance test

Indexed keywords

EID: 84901725294     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/13-AOS1175     Document Type: Review

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