Debiasing the debiased Lasso with bootstrap
From MaRDI portal
Publication:2192302
DOI10.1214/20-EJS1713zbMath1445.62185arXiv1711.03613MaRDI QIDQ2192302
Publication date: 17 August 2020
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.03613
Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)
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Cites Work
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