The distributionally robust prediction error of the LASSO and related estimators

José Luis Montiel Olea et al.

Annals of Statistics2026https://doi.org/10.1214/25-aos2599article
AJG 4*ABDC A*
Weight
0.50

Abstract

No abstract available.

Open via your library →

Cite this paper

https://doi.org/https://doi.org/10.1214/25-aos2599

Or copy a formatted citation

@article{josé2026,
  title        = {{The distributionally robust prediction error of the LASSO and related estimators}},
  author       = {José Luis Montiel Olea et al.},
  journal      = {Annals of Statistics},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1214/25-aos2599},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

The distributionally robust prediction error of the LASSO and related estimators

Flags are reviewed by the Arbiter methodology team within 5 business days.


Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.