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On the robustness of the adaptive Lasso to model misspecification - MaRDI portal

On the robustness of the adaptive Lasso to model misspecification (Q2913861)

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scientific article; zbMATH DE number 6085165
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English
On the robustness of the adaptive Lasso to model misspecification
scientific article; zbMATH DE number 6085165

    Statements

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    21 September 2012
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    least false parameter
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    model misspecification
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    oracle property
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    penalization
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    selection consistency
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    shrinkage estimation
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    variable selection
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    On the robustness of the adaptive Lasso to model misspecification (English)
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    Identifiers