Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2011 · 3.7K citations · 71 references
Natural SciencesBiostatisticsMathematicsOptimizationBias-variance TradeoffGeneralized Linear ModelsMaximum Likelihood EstimationModel SelectionStatistical InferenceVariable SelectionAdaptive LassoGroup LassoLassoLasso RegressionRegularized RegressionRidge RegressionShrinkageShrinkage Estimation
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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Bootstrap Methods: Another Look at the Jackknife
B. Efron · The Annals of Statistics · 1979 · 17.4K citations · Full text