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On the prediction performance of the Lasso

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https://halshs.archives-ouvertes.fr/halshs-02599138
Contributor : Arnak Dalalyan <>
Submitted on : Saturday, May 16, 2020 - 1:44:47 AM
Last modification on : Saturday, May 16, 2020 - 11:05:42 AM

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Arnak Dalalyan, Mohamed Hebiri, Johannes Lederer. On the prediction performance of the Lasso. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2017, 23 (1), pp.552-581. ⟨10.3150/15-BEJ756⟩. ⟨halshs-02599138⟩

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