Bootstrapping Lasso estimators

DOI10.1198/JASA.2011.TM10159zbMATH Open1232.62088OpenAlexW2058240339MaRDI QIDQ3095180FDOQ3095180

Authors: A. Chatterjee, Soumendra N. Lahiri 

Publication date: 28 October 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jasa.2011.tm10159

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zbMATH Keywords

regularizationshrinkagepenalized regressionbootstrap variance estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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