Bootstrapping Lasso-type estimators in regression models
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Publication:2317244
DOI10.1016/j.jspi.2018.05.007zbMath1418.62185MaRDI QIDQ2317244
Presnell, Brett, Mihai C. Giurcanu
Publication date: 9 August 2019
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2018.05.007
62J07: Ridge regression; shrinkage estimators (Lasso)
62G20: Asymptotic properties of nonparametric inference
62G09: Nonparametric statistical resampling methods
Uses Software