A note on the asymptotic distribution of lasso estimator for correlated data (Q2392488)
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scientific article; zbMATH DE number 6193961
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| English | A note on the asymptotic distribution of lasso estimator for correlated data |
scientific article; zbMATH DE number 6193961 |
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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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0.8097847700119019
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0.7901003360748291
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0.7769140601158142
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0.7722219228744507
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0.7679485082626343
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