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We derive the degrees of freedom of the lasso fit, placing no assumptions on the predictor matrix $X$.
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Zou, HuiH., Hastie, TrevorT. andTibshirani, RobertR. (2007). On the “degrees of freedom” of the lasso. Ann. Statist. 35 2173–2192
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Dossal, C.C., Kachour, M.M., Fadili, J.J., Peyre, G.G. andChesneau, C.C. (2011). The degrees of freedom of the lasso for general design matrix. Available at arXiv: \arxivurl
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Loubes, J. M.J. M. andMassart, P.P. (2004). Dicussion to “Least angle regression.” Ann. Statist
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