Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization

DOI10.3150/bj/1106314846zbMath1055.62078WikidataQ105584435 ScholiaQ105584435MaRDI QIDQ1763096

Ya'acov Ritov, Eitan Greenshtein

Publication date: 21 February 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1106314846

zbMATH Keywords

consistency; regression; variable selection; lasso

Mathematics Subject Classification ID

62H99: Multivariate analysis

62F30: Parametric inference under constraints

62A01: Foundations and philosophical topics in statistics

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Uses Software

• PDCO

Cites Work

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