Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
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Publication:389956
DOI10.1214/14-EJS875zbMath1281.62158arXiv1306.5505MaRDI QIDQ389956
Publication date: 22 January 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.5505
asymptotic normality; sparsity; asymptotic unbiasedness; irrepresentable condition; Lasso+Ridge; residual bootstrap
62F12: Asymptotic properties of parametric estimators
62J07: Ridge regression; shrinkage estimators (Lasso)
62F40: Bootstrap, jackknife and other resampling methods
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Uses Software
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