In defense of LASSO
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Publication:5081041
DOI10.1080/03610926.2020.1788080OpenAlexW3041553044MaRDI QIDQ5081041FDOQ5081041
Authors: Chi Tim Ng, Youngjo Lee, W. Lee
Publication date: 1 June 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1788080
Cites Work
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- Title not available (Why is that?)
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- Model selection and estimation in the Gaussian graphical model
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Statistical analysis of factor models of high dimension
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- Tuning Parameter Selection in High Dimensional Penalized Likelihood
- The Lasso problem and uniqueness
- A general theory of concave regularization for high-dimensional sparse estimation problems
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- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Improved variable selection with forward-lasso adaptive shrinkage
- A limit theorem for the norm of random matrices
- The smallest eigenvalue of a large dimensional Wishart matrix
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model
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