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

DOI10.3150/bj/1106314846zbMath1055.62078OpenAlexW2071168995WikidataQ105584435 ScholiaQ105584435MaRDI QIDQ1763096

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

Multivariate analysis (62H99) Parametric inference under constraints (62F30) Foundations and philosophical topics in statistics (62A01)

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