Asymptotic properties of the residual bootstrap for Lasso estimators
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Publication:3065731
DOI10.1090/S0002-9939-2010-10474-4zbMath1203.62014MaRDI QIDQ3065731
Arindam Chatterjee, Soumendra Nath Lahiri
Publication date: 6 January 2011
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
62J07: Ridge regression; shrinkage estimators (Lasso)
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
60F05: Central limit and other weak theorems
62G09: Nonparametric statistical resampling methods
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Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Sparse estimators and the oracle property, or the return of Hodges' estimator
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- Cube root asymptotics
- Bootstrapping regression models
- Asymptotics for Lasso-type estimators.
- Weak convergence and empirical processes. With applications to statistics
- Measure Theory and Probability Theory
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