On cross-validated Lasso in high dimensions
Work
Year: 2021
Type: article
Abstract: In this paper, we derive nonasymptotic error bounds for the Lasso estimator when the penalty parameter for the estimator is chosen using K-fold cross-validation. Our bounds imply that the cross-valida... more
Source: The Annals of Statistics
Cites: 22
Cited by: 53
Related to: 10
FWCI: 7.086
Citation percentile (by year/subfield): 85.67
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green