7,246
Views
0
CrossRef citations to date
0
Altmetric
General

A Problem of Distributive Justice, Solved by the Lasso

Pages 139-144 | Received 31 Dec 2018, Accepted 14 Oct 2019, Published online: 02 Dec 2019

References

  • Aumann, R. J., and Maschler, M. (1985), “Game Theoretic Analysis of a Bankruptcy Problem From the Talmud,” Journal of Economic Theory, 36, 195–213. DOI: 10.1016/0022-0531(85)90102-4.
  • Breiman, L. (2001), “Statistical Modeling: The Two Cultures” (with discussion), Statistical Science, 16, 199–231. DOI: 10.1214/ss/1009213726.
  • Chun, Y., Schummer, J., and Thomson, W. (2001), “Constrained Egalitarianism: A New Solution for Claims Problems,” Seoul Journal of Economics, 14, 269–297.
  • Dagan, N. (1996), “New Characterizations of Old Bankruptcy Rules,” Social Choice and Welfare, 13, 51–59. DOI: 10.1007/BF00179098.
  • Efron, B., Hastie, T., Johnstone, I., and Tibshirani, R. (2004), “Least Angle Regression” (with discussion), The Annals of Statistics, 32, 407–499. DOI: 10.1214/009053604000000067.
  • Friedman, J., Hastie, T., and Tibshirani, R. (2010), “Regularization Paths for Generalized Linear Models via Coordinate Descent,” Journal of Statistical Software, 33, 1–22. DOI: 10.18637/jss.v033.i01.
  • Hastie, T., and Efron, B. (2013), “lars: Least Angle Regression, Lasso and Forward Stagewise,” R Package Version 1.2.
  • Hastie, T., Tibshirani, R., and Wainwright, M. (2015), Statistical Learning With Sparsity: The Lasso and Generalizations, Boca Raton, FL: CRC Press.
  • Herrero, C., and Villar, A. (2001), “The Three Musketeers: Four Classical Solutions to Bankruptcy Problems,” Mathematical Social Sciences, 42, 307–328. DOI: 10.1016/S0165-4896(01)00075-0.
  • Hurley, N., and Rickard, S. (2009), “Comparing Measures of Sparsity,” IEEE Transactions on Information Theory, 55, 4723–4741. DOI: 10.1109/TIT.2009.2027527.
  • O’Neill, B. (1982), “A Problem of Rights Arbitration From the Talmud,” Mathematical Social Sciences, 2, 345–371.
  • R Core Team (2019), R: A Language and Environment for Statistical Computing, Vienna, Austria: R Foundation for Statistical Computing.
  • Tibshirani, R. (1996), “Regression Shrinkage and Selection via the Lasso,” Journal of the Royal Statistical Society, Series B, 58, 267–288. DOI: 10.1111/j.2517-6161.1996.tb02080.x.