19.3 最小角回归

  1. Efron, Bradley and Hastie, Trevor and Johnstone, Iain and Tibshirani, Robert. 2004. Least angle regression. The Annals of Statistics. 32(2): 407–499. https://doi.org/10.1214/009053604000000067.

方差缩减技术,修偏技术