Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956)

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English	Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression	scientific article

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title

Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (English)

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Electronic Journal of Statistics

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publication date

22 January 2014

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full work available at URL

https://arxiv.org/abs/1306.5505

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zbMATH Keywords

irrepresentable condition

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Lasso+Ridge

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sparsity

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asymptotic unbiasedness

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asymptotic normality

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residual bootstrap

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describes a project that uses

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MaRDI publication profile

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cites work

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Identifiers

zbMATH Open document ID

1281.62158

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DOI

10.1214/14-EJS875

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:389956