Regularizing LASSO: A Consistent Variable Selection Method

DOI10.5705/ss.2013.001zbMath1415.62053OpenAlexW2321292758MaRDI QIDQ2950200

Quefeng Li, Jun Shao

Publication date: 8 October 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8274c58b8d02828367ceead39c91afc57c116b72

zbMATH Keywords

regularizationthresholdinghigh-dimensional datasparsityselection consistencyLASSO

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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