Bootstrap-based penalty choice for the LASSO, achieving oracle performance (Q5323623)
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scientific article; zbMATH DE number 5586072
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| English | Bootstrap-based penalty choice for the LASSO, achieving oracle performance |
scientific article; zbMATH DE number 5586072 |
Statements
23 July 2009
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adaptive inference
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bootstrap
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\(m\)-out-of-\(n\) bootstrap
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optimality properties
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prediction
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regression
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variable selection
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0.8437824845314026
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0.8205585479736328
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0.8180427551269531
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0.8123329281806946
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0.7779518365859985
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