Asymptotics for Lasso-type estimators.

DOI10.1214/AOS/1015957397zbMath1105.62357OpenAlexW1968694834MaRDI QIDQ1848830

Wenjiang Fu, Keith Knight

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1015957397

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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Uses Software

• PDCO

Cites Work

• Cox's regression model for counting processes: A large sample study
• Cube root asymptotics
• On the asymptotics of constrained \(M\)-estimation
• Weak convergence and empirical processes. With applications to statistics
• Atomic Decomposition by Basis Pursuit
• A Statistical View of Some Chemometrics Regression Tools
• Asymptotic Stochastic Programs
• On Fixed-Width Confidence Bounds for Regression Parameters
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