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Regression shrinkage and selection via the lasso: a retrospective

Authors


Robert Tibshirani, Department of Health Research and Policy, and Department of Statistics, Stanford University, Stanford, CA 94305, USA.
E-mail: tibs@stanford.edu

Abstract

Summary.  In the paper I give a brief review of the basic idea and some history and then discuss some developments since the original paper on regression shrinkage and selection via the lasso.

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