A Starting Note: A Historical Perspective in Lasso

Mehmet Caner

International Econometric Review (IER), 2021, vol. 13, issue 1, 1-3

Abstract: 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.

Keywords: Machine learning; supervised learning; nodewise (search for similar items in EconPapers)
JEL-codes: C1 C5 C7 (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:erh:journl:v:13:y:2021:i:1:p:1-3

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