Leave-one-out cross-validation is risk consistent for lasso

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  1. Department of Statistics
  2. Leave-one-out cross-validation is risk consistent for lasso

Leave-one-out cross-validation is risk consistent for lasso

TitleLeave-one-out cross-validation is risk consistent for lasso
Publication TypeJournal Article
Year of Publication2014
AuthorsHomrighausen, D, McDonald, DJ
JournalMachine Learning
Volume97
Pagination65–78
URLhttp://dx.doi.org/10.1007/s10994-014-5438-z