Strong consistency of Lasso estimators

DOI10.1007/s13171-011-0006-0zbMath1395.62208MaRDI QIDQ354203

Arindam Chatterjee, Soumendra Nath Lahiri

Publication date: 18 July 2013

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-011-0006-0

zbMATH Keywords

convergence rates; strong law; penalized regression

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62E20: Asymptotic distribution theory in statistics

60F15: Strong limit theorems

Related Items

Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap, On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property, Leave-one-out cross-validation is risk consistent for Lasso

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