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A SIGNIFICANCE TEST FOR THE LASSO()

In the sparse linear regression setting, we consider testing the significance of the predictor variable that enters the current lasso model, in the sequence of models visited along the lasso solution path. We propose a simple test statistic based on lasso fitted values, called the covariance test st...

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Bibliografski detalji
Izdano u:Ann Stat
Glavni autori: Lockhart, Richard, Taylor, Jonathan, Tibshirani, Ryan J., Tibshirani, Robert
Format: Artigo
Jezik:Inglês
Izdano: 2014
Teme:
Online pristup:https://ncbi.nlm.nih.gov/pmc/articles/PMC4285373/
https://ncbi.nlm.nih.gov/pubmed/25574062
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/13-AOS1175
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