The Lasso with general Gaussian designs with applications to hypothesis testing
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Publication:6183778
DOI10.1214/23-aos2327arXiv2007.13716MaRDI QIDQ6183778
No author found.
Publication date: 4 January 2024
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.13716
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic properties of parametric tests (62F05)
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