Asymptotics for Lasso-type estimators.

DOI10.1214/AOS/1015957397zbMATH Open1105.62357OpenAlexW1968694834MaRDI QIDQ1848830FDOQ1848830

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1015957397

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Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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A new double-regularized regression using Liu and Lasso regularization
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Walsh-average based variable selection for varying coefficient models
Objective Bayesian edge screening and structure selection for Ising networks
The law of iterated logarithm for the estimations of diffusion-type processes
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Multiple predicting \(K\)-fold cross-validation for model selection
Bootstrapping Lasso-type estimators in regression models
A unified primal dual active set algorithm for nonconvex sparse recovery
Which bridge estimator is the best for variable selection?
Bayesian bridge-randomized penalized quantile regression
Random weighting in LASSO regression
On LASSO for predictive regression
Perturbation bootstrap in adaptive Lasso
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Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables
Adaptive posterior mode estimation of a sparse sequence for model selection
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Un-diversifying during crises: is it a good idea?
Removing the singularity of a penalty via thresholding function matching
Robust change point detection method via adaptive LAD-Lasso
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Confidence intervals for parameters in high-dimensional sparse vector autoregression
Ridge-type pretest and shrinkage estimations in partially linear models
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Debiasing the debiased Lasso with bootstrap
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Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
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Variable selection for Cox's proportional hazards model and frailty model
Penalized MM regression estimation with \(L_\gamma\) penalty: a robust version of bridge regression
Shrinkage estimation for linear regression with ARMA errors
Penalized maximum likelihood estimation of a stochastic multivariate regression model
Group selection in high-dimensional partially linear additive models
Adaptive Dantzig density estimation
Fully Bayes factors with a generalized \(g\)-prior
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A classification point-of-view about conditional Kendall's tau
Bayesian variable selection and estimation for group Lasso
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Some theoretical results on the grouped variables Lasso
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Parametric component detection and variable selection in varying-coefficient partially linear models
Robust regression through the Huber's criterion and adaptive lasso penalty
On the distribution of the adaptive LASSO estimator
High-dimensional graphs and variable selection with the Lasso
The finite sample properties of sparse M-estimators with pseudo-observations
A majorization-minimization approach to variable selection using spike and slab priors
Sparse regression with exact clustering
A note on adaptive group Lasso
\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Model selection by LASSO methods in a change-point model
Shrinkage estimation of regression models with multiple structural changes
Visualization and assessment of model selection uncertainty
Spike and slab variable selection: frequentist and Bayesian strategies
New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
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Asymptotic properties of bridge estimators in sparse high-dimensional regression models
Linearly constrained non-Lipschitz optimization for image restoration
On the ``degrees of freedom of the lasso

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