A Starting Note: A Historical Perspective in Lasso
نویسندگان
چکیده
we provide history of lasso, and see new ventures talk about key concept debiased lasso. Lasso provided a good fit through sparse regression but did not deliver standard errors. The lasso delivers.
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ژورنال
عنوان ژورنال: International econometric review
سال: 2021
ISSN: ['1308-8793', '1308-8807', '1308-8815']
DOI: https://doi.org/10.33818/ier.872633