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

DOI10.1214/13-AOS1106zbMath1293.62153arXiv1307.1952WikidataQ57426703 ScholiaQ57426703MaRDI QIDQ366968

Soumendra Nath Lahiri, Arindam Chatterjee

Publication date: 25 September 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.1952

zbMATH Keywords

bootstrapEdgeworth expansionpenalized regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

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