文章基本信息
- 标题：A Starting Note: A Historical Perspective in Lasso
- 本地全文：下载
- 作者：Mehmet Caner
- 期刊名称：International Econometric Review
- 印刷版ISSN：1308-8793
- 电子版ISSN：1308-8815
- 出版年度：2021
- 卷号：13
- 期号：1
- 页码：1-3
- DOI：10.33818/ier.872633
- 语种：English
- 出版社：Econometric Research Association
- 摘要：We provide history of lasso, and see new ventures and talk about key concept of debiased lasso. Lasso provided a good fit through sparse regression but did not deliver standard errors. The debiased lasso delivers.
