On the conditions used to prove oracle results for the Lasso

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Publication:1952029

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DOI10.1214/09-EJS506zbMath1327.62425arXiv0910.0722WikidataQ98839733 ScholiaQ98839733MaRDI QIDQ1952029

Sara van de Geer, Peter Bühlmann

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.0722

zbMATH Keywords

coherence; compatibility; sparsity; Lasso; irrepresentable condition; restricted eigenvalue; restricted isometry

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62G05: Nonparametric estimation

62C05: General considerations in statistical decision theory

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