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