1.9k citations · 3.1k across the 4 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2007★ 973 cited
On the "degrees of freedom" of the lasso
Hui Zou, Trevor Hastie, Robert Tibshirani
We study the effective degrees of freedom of the lasso in the framework of Stein's unbiased risk estimation (SURE). We show that the number of nonzero coefficients is an unbiased e…
math.ST2007★ 133 cited
Forward stagewise regression and the monotone lasso
Trevor Hastie, Jonathan Taylor, Robert Tibshirani +1
We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it…