Strong consistency of Lasso estimators
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- Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
- Asymptotics for Lasso-type estimators.
- Lasso with convex loss: model selection consistency and estimation
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- scientific article; zbMATH DE number 5957408
Cites work
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Asymptotics for Lasso-type estimators.
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Lasso-type recovery of sparse representations for high-dimensional data
- Least angle regression. (With discussion)
- Linear Statistical Inference and its Applications
- Measure Theory and Probability Theory
- Simultaneous analysis of Lasso and Dantzig selector
- Strong consistency of least squares estimates in multiple regression
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
- The Adaptive Lasso and Its Oracle Properties
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Weak and strong consistency of the least squares estimators in regression models
Cited in
(19)- Asymptotics for Lasso-type estimators.
- Random weighting in LASSO regression
- Preconditioning the Lasso for sign consistency
- Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
- Leave-one-out cross-validation is risk consistent for Lasso
- Worst possible sub-directions in high-dimensional models
- Lasso with convex loss: model selection consistency and estimation
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
- Simulation-based Value-at-Risk for nonlinear portfolios
- Risk consistency of cross-validation with Lasso-type procedures
- Strong Rules for Discarding Predictors in Lasso-Type Problems
- Consistent parameter estimation for Lasso and approximate message passing
- Consistent parameter estimation for Lasso and approximate message passing
- A method for sparse and robust independent component analysis
- Shrinkage estimators for periodic autoregressions
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
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