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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Asymptotic theory of \(\ell_1\)-regularized PDE identification from a single noisy trajectory
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Walsh-average based variable selection for varying coefficient models
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The law of iterated logarithm for the estimations of diffusion-type processes
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Which bridge estimator is the best for variable selection?
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LASSO-TYPE GMM ESTIMATOR
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AIC for the Lasso in generalized linear models
P-splines quantile regression estimation in varying coefficient models
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Uses Software

PDCO

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