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-EJS624zbMath1274.62471arXiv1001.5176MaRDI 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
62G08: Nonparametric regression and quantile regression
62J07: Ridge regression; shrinkage estimators (Lasso)
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Uses Software
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