Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors

DOI10.1016/j.spl.2017.01.023zbMath1457.62216OpenAlexW2585836085MaRDI QIDQ2407765

Lihu Xu, Fang Xie, Youcai Yang

Publication date: 6 October 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.01.023

zbMATH Keywords

consistencyLassolinear regression modelsexponentially \(\beta\)-mixing errors

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Stationary stochastic processes (60G10)

Related Items

Oracle inequality for sparse trace regression models with exponential \(\beta\)-mixing errors, Lasso regression in sparse linear model with \(\varphi\)-mixing errors

Uses Software

• covTest

Cites Work

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