On the prediction performance of the Lasso

Arnak Dalalyan, Mohamed Hebiri () and Johannes Lederer
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Mohamed Hebiri: LAMA - Laboratoire d'Analyse et de Mathématiques Appliquées - UPEM - Université Paris-Est Marne-la-Vallée - BEZOUT - Fédération de Recherche Bézout - CNRS - Centre National de la Recherche Scientifique - UPEC UP12 - Université Paris-Est Créteil Val-de-Marne - Paris 12 - CNRS - Centre National de la Recherche Scientifique
Johannes Lederer: Seminar für Statistik - ETH Zürich - Eidgenössische Technische Hochschule - Swiss Federal Institute of Technology [Zürich]

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Date: 2017-02
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Published in Bernoulli, 2017, 23 (1), pp.552-581. ⟨10.3150/15-BEJ756⟩

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Working Paper: On the Prediction Performance of the Lasso (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-02599138

DOI: 10.3150/15-BEJ756

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