The Constrained LASSO is a Portfolio: A numerical check of the CLA–LASSO identity under constraints

Archival mirror of the Journal of Reproducible Statistics article at https://jrepstat.fairpressjournals.com/articles/the-constrained-lasso-is-a-portfolio-a-numerical-check-of-the-cla-lasso-identity-under-constraints/ and its reproducibility package. Deposited by FAIR Press.

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-11-01
DOI
https://doi.org/10.5281/zenodo.23863449
Primary Topic
Statistical Methods and Inference
Type
article
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article

The Constrained LASSO is a Portfolio: A numerical check of the CLA–LASSO identity under constraints

Thomas Schmelzer
Zenodo (CERN European Organization for Nuclear Research)
Statistical Methods and Inference
article

The Constrained LASSO is a Portfolio: A numerical check of the CLA–LASSO identity under constraints

Thomas Schmelzer
article en

Abstract

Archival mirror of the Journal of Reproducible Statistics article at https://jrepstat.fairpressjournals.com/articles/the-constrained-lasso-is-a-portfolio-a-numerical-check-of-the-cla-lasso-identity-under-constraints/ and its reproducibility package. Deposited by FAIR Press.

Zenodo (CERN European Organization for Nuclear Research)
Openalex Percentile: Top 12%
Statistical Methods and Inference
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The Constrained LASSO is a Portfolio: A numerical check of the CLA–LASSO identity under constraints — Thomas Schmelzer · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS