Lasso regression in sparse linear model with \(\varphi\)-mixing errors

DOI10.1007/s00184-022-00860-7zbMath1506.62340OpenAlexW4212764509MaRDI QIDQ2682345

Yan Zhu, Ling Peng, Wenxuan Zhong

Publication date: 31 January 2023

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-022-00860-7

zbMATH Keywords

consistency theoremLasso\(\varphi\)-mixing sequence

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Uses Software

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Cites Work

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