A new approach to variable selection in least squares problems - Osborne, MR; Presnell, B; Turlach, BA (IMA journal of numerical analysis, 2000)
Keywords: Calculus of variations and optimal control; Exact sciences and technology; Experimental design; Mathematical analysis; Mathematics; Probability and statistics; Sciences and techniques of general use; Statistics; Unconstrained optimization; Least squares method; Gram Schmidt orthogonalization; Homotopy; Descent method; Lasso method; Scaling; Implementation; Constrained optimization; Variable selection