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通过套索进行回归收缩与变量选择:回顾

Regression shrinkage and selection via the lasso: a retrospective Series B Statistical methodology

Journal of the Royal Statistical Society. Series A: Statistics in Society · 2011
被引 2
ABS 3

中文导读

本文回顾了套索方法的基本思想与历史,并讨论了自原始论文以来的若干进展,适合对变量选择与收缩方法感兴趣的统计或计量研究者。

Abstract

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.

统计学计量经济学机器学习回归分析