On LASSO for high dimensional predictive regression
Ziwei Mei, Zhentao Shi
Topics & Concepts
Lasso (programming language)RegressionStatisticsEconometricsRegression analysisCross-sectional regressionMathematicsElastic net regularizationComputer sciencePolynomial regressionWorld Wide WebStatistical Methods and InferenceStatistical and numerical algorithmsImage and Signal Denoising Methods