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A Tuning Criterion for Admissibility Breakdown of the Lasso

Year: 2025
Type: article
Abstract: We establish a tuning criterion above which the Lasso becomes inadmissible under mean squared prediction error loss. The current version is a progress report, and certain results and proofs may be refined in future updates.
Author: Liu, Guo
Language: English
Open Access status: green
OpenAlex ID: W7083687684
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