The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
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Publication:1952206
DOI10.1214/11-EJS624zbMath1274.62471arXiv1001.5176OpenAlexW2084768311MaRDI QIDQ1952206
Shuheng Zhou, Sara van de Geer, Peter Bühlmann
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.5176
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Uses Software
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