On the asymptotic variance of the debiased Lasso
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Publication:2326043
DOI10.1214/19-EJS1599zbMath1429.62311arXiv1708.07986MaRDI QIDQ2326043
Publication date: 4 October 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.07986
Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20)
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