On estimation error bounds of the Elastic Net when p ≫ n

DOI10.1080/02331888.2022.2060224MaRDI QIDQ5089920zbMATH OpenOpenAlexFDO

Authors Hanzhong Liu, Jinzhu Jia

Publication date 15 July 2022

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2022.2060224

zbMATH Keywords

Elastic Netestimation consistencyLassomodel selection consistencynaive Elastic Net

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• The sparsity and bias of the LASSO selection in high-dimensional linear regression

Cited in

(1)

• Distributed high-dimensional quantile regression with the elastic net

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