The benefit of group sparsity in group inference with de-biased scaled group Lasso
From MaRDI portal
Publication:309547
DOI10.1214/16-EJS1120zbMath1397.62261arXiv1412.4170OpenAlexW2963304125MaRDI QIDQ309547
Publication date: 7 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.4170
asymptotic normalityconfidence regionchi-squared distributionbias correctiongroup Lassogroup inferencerelaxed projection
Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric tolerance and confidence regions (62G15)
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Uses Software
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