On the validity of the pairs bootstrap for lasso estimators

DOI10.1093/biomet/asv039zbMath1372.62021OpenAlexW2125886483MaRDI QIDQ3459449

Lorenzo Camponovo

Publication date: 8 January 2016

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://doc.rero.ch/record/302069/files/asv039.pdf

zbMATH Keywords

Lasso estimatorheteroscedastic regression modelpairs bootstrap

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bootstrap, jackknife and other resampling methods (62F40)

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The use of vector bootstrapping to improve variable selection precision in Lasso models ⋮ Random weighting in LASSO regression ⋮ Wild bootstrap inference for penalized quantile regression for longitudinal data ⋮ Goodness-of-Fit Tests for High Dimensional Linear Models ⋮ Solution paths for the generalized Lasso with applications to spatially varying coefficients regression ⋮ INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS ⋮ Optimal model averaging estimator for expectile regressions ⋮ Perturbation bootstrap in adaptive Lasso ⋮ Bootstrap inference for penalized GMM estimators with oracle properties

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