On the robustness of the adaptive Lasso to model misspecification

DOI10.1093/BIOMET/ASS027zbMATH Open1437.62547OpenAlexW2026159117WikidataQ34299477 ScholiaQ34299477MaRDI QIDQ2913861FDOQ2913861

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

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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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• A fast adaptive Lasso for the cox regression via safe screening rules
• An omnibus test for detection of subgroup treatment effects via data partitioning
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• Oracle estimation of parametric transformation models

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