Consistency of Lasso: An empirical study
碩士 === 國立東華大學 === 應用數學系 === 96 === Many practical problems arisen these days have large numbers of explanatory variables, the corresponding variables selection problems are even more challenging in presence of collinearity. Lasso proposed by Tibshirani (1996) is one of the popular methods to deal wi...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92135390786997490210 |