At the bottom of this page http://scikit-learn.org/dev/modules/generated/sklearn.linear_model.lasso_stability_path.html#sklearn.linear_model.lasso_stability_path it states that:
"See examples/linear_model/plot_sparse_recovery.py for an example."
It looks like this file no longer exists or has been renamed, or combined into another file, with no clear rule as to which file that would be.
the file still exists : https://github.com/scikit-learn/scikit-learn/blob/master/examples/linear_model/plot_sparse_recovery.py
it might be a doc rendering problem.
It exists and I don't think there is a way to link to examples in docstrings.