Debiasing the Lasso: optimal sample size for Gaussian designs
From MaRDI portal
Publication:1991670
DOI10.1214/17-AOS1630zbMath1407.62270arXiv1508.02757MaRDI QIDQ1991670
Adel Javanmard, Andrea Montanari
Publication date: 30 October 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.02757
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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Uses Software
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