On the robustness of the adaptive Lasso to model misspecification

DOI10.1093/BIOMET/ASS027MaRDI QIDQ2913861zbMATHOpenAlexWikidataFDO

Authors Y. Goldberg, J. P. Fine, Wenbin Lu

Publication date 21 September 2012

Published in Biometrika (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc4188068

zbMATH Keywords

variable selectionmodel misspecificationselection consistencyoracle propertypenalizationshrinkage estimationleast false parameter

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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