A starting note: A historical perspective in Lasso

In this note, I will look at history of Lasso estimation, which is the benchmark high dimensional estimation technique. I want to also give a perspective where Lasso may be evolving.

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Year of publication:	2021
Authors:	Caner, Mehmet
Published in:	International Econometric Review (IER). - ISSN 1308-8815. - Vol. 13.2021, 1, p. 1-3
Publisher:	Ankara : Econometric Research Association (ERA)

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Type of publication:	Article
Type of publication (narrower categories):	Article
Language:	English
Other identifiers:	10.33818/ier.872633 [DOI] 1789572932 [GVK]
Classification:	C1 - Econometric and Statistical Methods: General ; C5 - Econometric Modeling ; C7 - Game Theory and Bargaining Theory
Source:	EconStor

Persistent link: https://www.econbiz.de/10014519024