On the asymptotic variance of the debiased Lasso (Q2326043): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1708.07986 / rank | |||
Normal rank | |||
Revision as of 04:10, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic variance of the debiased Lasso |
scientific article |
Statements
On the asymptotic variance of the debiased Lasso (English)
0 references
4 October 2019
0 references
asymptotic efficiency
0 references
asymptotic variance
0 references
Cramér-Rao lower bound
0 references
debiasing
0 references
Lasso
0 references
sparsity
0 references
