Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression

DOI10.1214/14-EJS875zbMath1281.62158arXiv1306.5505OpenAlexW2963705952MaRDI QIDQ389956

Hanzhong Liu, Bin Yu

Publication date: 22 January 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.5505

zbMATH Keywords

asymptotic normalitysparsityasymptotic unbiasednessirrepresentable conditionLasso+Ridgeresidual bootstrap

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Bootstrap, jackknife and other resampling methods (62F40)

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Uses Software

• bootstrap
• Bolasso
• bootlib

Cites Work

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