The Adaptive Lasso and Its Oracle Properties

DOI10.1198/016214506000000735zbMath1171.62326OpenAlexW2020925091WikidataQ105584228 ScholiaQ105584228MaRDI QIDQ147375

Hui Zou, Hui Zou

Publication date: 1 December 2006

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214506000000735

zbMATH Keywords

minimaxasymptotic normalityvariable selectionoracle inequalitylassooracle procedure

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)

Uses Software

• lars