Relaxed Lasso

Nicolai Meinshausen

doi:10.1016/j.csda.2006.12.019

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JOURNAL ARTICLE

Relaxed Lasso

Nicolai Meinshausen

Year: 2006 Journal: Computational Statistics & Data Analysis Vol: 52 (1)Pages: 374-393 Publisher: Elsevier BV

DOI: 10.1016/j.csda.2006.12.019

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Keywords:

Lasso (programming language) Estimator Algorithm Mathematics Elastic net regularization Computation Independent and identically distributed random variables Convergence (economics) Applied mathematics Rate of convergence Computer science Mathematical optimization Regression Statistics Key (lock) Random variable

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Insurance, Mortality, Demography, Risk Management

Social Sciences → Social Sciences → Demography

Relaxed Lasso

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