Perturbation bootstrap in adaptive Lasso

DOI10.1214/18-AOS1741zbMath1420.62305arXiv1703.03165WikidataQ127817009 ScholiaQ127817009MaRDI QIDQ2313280

Debraj Das, Soumendra Nath Lahiri, Karl B. Gregory

Publication date: 18 July 2019

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

Full work available at URL: https://arxiv.org/abs/1703.03165

zbMATH Keywords

oraclesecond-order correctnessadaptive Lasso (Alasso)modified perturbation bootstrapnaive perturbation bootstrap

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Related Items (4)

Random weighting in LASSO regression ⋮ Forward variable selection for ultra-high dimensional quantile regression models ⋮ Inference for sparse linear regression based on the leave-one-covariate-out solution path ⋮ Perturbation bootstrap in adaptive Lasso

Uses Software

• glmnet
• hdi

Cites Work

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