A Tuning Criterion for Admissibility Breakdown of the Lasso
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.
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2025-09-29
- DOI
- https://doi.org/10.5281/zenodo.17220821
- Primary Topic
- Census and Population Estimation
- Type
- article
- Field-Weighted Citation Impact
- 0.00