In several answers I have seen CrossValidated users suggest OP find early papers on Lasso, Ridge, and Elastic Net.
For posterity, what are the seminal works on Lasso, Ridge, and Elastic Net?
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Since you're simply looking for references, here is the list:
A historically important paper which I believe first demonstrated that biasing estimators can result in improved estimates for ordinary linear models:
A few more modern and important penalties include SCAD and MCP:
And some more on very good algorithms for obtaining estimates using these methods:
Also worth looking at is this paper on the Dantzig selector which is very closely related to the LASSO, but (i believe) it introduces the idea of oracle inequalities for statistical estimators which are a pretty powerful idea