Asymptotic properties of the residual bootstrap for Lasso estimators

DOI10.1090/S0002-9939-2010-10474-4zbMath1203.62014MaRDI QIDQ3065731

Arindam Chatterjee, Soumendra Nath Lahiri

Publication date: 6 January 2011

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

bootstrap; consistency; random measure; penalized regression

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

60F05: Central limit and other weak theorems

62G09: Nonparametric statistical resampling methods

Related Items

Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap

Cites Work

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• The Adaptive Lasso and Its Oracle Properties
• Sparse estimators and the oracle property, or the return of Hodges' estimator
• On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
• Cube root asymptotics
• Bootstrapping regression models
• Asymptotics for Lasso-type estimators.
• Weak convergence and empirical processes. With applications to statistics
• Measure Theory and Probability Theory