Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956): Difference between revisions

@@ Property / author @@
-Bin Yu
@@ Property / author: Bin Yu / rank @@
-Normal rank
@@ Property / author @@
+Bin Yu
@@ Property / author: Bin Yu / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F40
@@ Property / Mathematics Subject Classification ID: 62F40 / rank @@
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@@ Property / zbMATH DE Number @@
+6248973
@@ Property / zbMATH DE Number: 6248973 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+irrepresentable condition
@@ Property / zbMATH Keywords: irrepresentable condition / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lasso+Ridge
@@ Property / zbMATH Keywords: Lasso+Ridge / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sparsity
@@ Property / zbMATH Keywords: sparsity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic unbiasedness
@@ Property / zbMATH Keywords: asymptotic unbiasedness / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+residual bootstrap
@@ Property / zbMATH Keywords: residual bootstrap / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+bootlib
@@ Property / describes a project that uses: bootlib / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Bolasso
@@ Property / describes a project that uses: Bolasso / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+bootstrap
@@ Property / describes a project that uses: bootstrap / rank @@
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@@ Property / arXiv ID: 1306.5505 / rank @@
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@@ Property / cites work @@
+Least squares after model selection in high-dimensional sparse models
+Normal rank
@@ Property / cites work @@
+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions for the power of distributionfree tests in the two- sample problem
+Normal rank
@@ Property / cites work @@
+Some asymptotic theory for the bootstrap
@@ Property / cites work: Some asymptotic theory for the bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Q3311508
@@ Property / cites work: Q3311508 / rank @@
+Normal rank
@@ Property / cites work @@
+Simultaneous analysis of Lasso and Dantzig selector
+Normal rank
@@ Property / cites work @@
+Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
+Normal rank
@@ Property / cites work @@
+Sparsity oracle inequalities for the Lasso
@@ Property / cites work: Sparsity oracle inequalities for the Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
+Normal rank
@@ Property / cites work @@
+Bootstrapping Lasso Estimators
@@ Property / cites work: Bootstrapping Lasso Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
+Normal rank
@@ Property / cites work @@
+Q4370586
@@ Property / cites work: Q4370586 / rank @@
+Normal rank
@@ Property / cites work @@
+Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
+Normal rank
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+Stable recovery of sparse overcomplete representations in the presence of noise
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@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
+Normal rank
@@ Property / cites work @@
+Least angle regression. (With discussion)
@@ Property / cites work: Least angle regression. (With discussion) / rank @@
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Bootstrapping regression models
@@ Property / cites work: Bootstrapping regression models / rank @@
+Normal rank
@@ Property / cites work @@
+Pathwise coordinate optimization
@@ Property / cites work: Pathwise coordinate optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Recovery of Exact Sparse Representations in the Presence of Bounded Noise
+Normal rank
@@ Property / cites work @@
+Model selection consistency of Dantzig selector
@@ Property / cites work: Model selection consistency of Dantzig selector / rank @@
+Normal rank
@@ Property / cites work @@
+Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
+Normal rank
@@ Property / cites work @@
+Ridge Regression: Biased Estimation for Nonorthogonal Problems
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of bridge estimators in sparse high-dimensional regression models
+Normal rank
@@ Property / cites work @@
+Q3543468
@@ Property / cites work: Q3543468 / rank @@
+Normal rank
@@ Property / cites work @@
+Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
+Normal rank
@@ Property / cites work @@
+Asymptotics for Lasso-type estimators.
@@ Property / cites work: Asymptotics for Lasso-type estimators. / rank @@
+Normal rank
@@ Property / cites work @@
+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
@@ Property / cites work: MODEL SELECTION AND INFERENCE: FACTS AND FICTION / rank @@
+Normal rank
@@ Property / cites work @@
+A unified approach to model selection and sparse recovery using regularized least squares
+Normal rank
@@ Property / cites work @@
+High-dimensional graphs and variable selection with the Lasso
+Normal rank
@@ Property / cites work @@
+Relaxed Lasso
@@ Property / cites work: Relaxed Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Lasso-type recovery of sparse representations for high-dimensional data
+Normal rank
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+A Perturbation Method for Inference on Regularized Regression Estimates
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+On the distribution of the adaptive LASSO estimator
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+Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
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+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
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+Greed is Good: Algorithmic Results for Sparse Approximation
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+High-dimensional generalized linear models and the lasso
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+Q3174050
@@ Property / cites work: Q3174050 / rank @@
+Normal rank
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+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
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@@ Property / cites work @@
+Regularization and Variable Selection Via the Elastic Net
+Normal rank
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+W2963705952
@@ Property / OpenAlex ID: W2963705952 / rank @@
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+Publication:389956