Strong consistency of Lasso estimators

DOI10.1007/s13171-011-0006-0zbMath1395.62208MaRDI QIDQ354203

Arindam Chatterjee, Soumendra Nath Lahiri

Publication date: 18 July 2013

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-011-0006-0

zbMATH Keywords

convergence rates; strong law; penalized regression

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62E20: Asymptotic distribution theory in statistics

60F15: Strong limit theorems

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