A critical review of LASSO and its derivatives for variable selection under dependence among covariates

@misc{gonzález-manteiga2020criticalreviewlasso,
      title={A critical review of LASSO and its derivatives for variable selection under dependence among covariates},
      author={Wenceslao González-Manteiga and Manuel Febrero-Bande and Laura Freijeiro-González},
      year={2020},
      eprint={2012.11470},
      archivePrefix={arXiv},
      primaryClass={stat.ME},
      url={https://arxiv.org/abs/2012.11470},
}