TY  - GEN 
AU  - Blanquero, Rafael
AU  - Carrizosa, Emilio
AU  - Ramírez Cobo, Josefa
AU  - Sillero-Denamiel, M. Remedios
A4  - Estadística e Investigación Operativa
PY  - 2021
SN  - 18625347
UR  - http://hdl.handle.net/10498/30592
AB  - The Lasso has become a benchmark data analysis procedure, and numerous variants have been proposed in the literature. Although the Lasso formulations are stated so that overall prediction error is optimized, no full control over the accuracy...
LA  - eng
PB  - Springer
KW  - Performance Constraints
KW  - Cost-Sensitive Learning
KW  - Sparse Solutions
KW  - Sample Average Approximation
KW  - Heterogeneity
KW  - Lasso
TI  - A cost-sensitive constrained Lasso
DO  - 10.1007/S11634-020-00389-5
ER  -