The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)

DOI10.1214/11-EJS624zbMath1274.62471arXiv1001.5176OpenAlexW2084768311MaRDI QIDQ1952206

Shuheng Zhou, Sara van de Geer

Publication date: 28 May 2013

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

Full work available at URL: https://arxiv.org/abs/1001.5176

zbMATH Keywords

predictionestimationthresholdingvariable selectionadaptive Lassorestricted eigenvalue

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Uses Software

• glmnet

Cites Work

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