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

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DOI10.1214/07-AOS520zbMath1142.62044arXiv0808.0967OpenAlexW3100041486WikidataQ105584236 ScholiaQ105584236MaRDI QIDQ939654

Jian Huang, Cun-Hui Zhang

Publication date: 28 August 2008

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

Full work available at URL: https://arxiv.org/abs/0808.0967

zbMATH Keywords

random matrices spectral analysis bias high-dimensional data variable selection penalized regression rate consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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