A note on the asymptotic distribution of lasso estimator for correlated data (Q2392488)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the asymptotic distribution of lasso estimator for correlated data |
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A note on the asymptotic distribution of lasso estimator for correlated data (English)
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1 August 2013
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penalized regression
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lasso
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weak dependence
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central limit theorem
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asymptotic distribution
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